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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 4, Pages 705–714 (Mi tvp3106)  

Ergodic and stability theorems for random walks in the strip and their applications

A. A. Borovkov

Novosibirsk
Abstract: Let $\{N_n,\tau_n^e,\tau_n^s;\,1\le n<\infty\}$ be a stationary sequence of positive random variables, $\xi_n=\tau_n^s-\tau_n^e$. In this paper ergodic and stability theorems are obtained for the sequences $\{w_{n+k};\,k\ge 0\}$ as $n\to\infty$, which are defined by the recurrent equations of two types. The equations of the first type have the form
\begin{align*} &w_{n+1}=\max(0,w_n+y_n),\qquad n\ge 1,\\ &\text{where}\ y_n= \begin{cases} \xi_n,&\text{if}\ w_n\le N_n,\\ -\tau_n^e,&\text{if}\ w_n> N_n. \end{cases} \end{align*}
The equations of the second type are the following:
$$ w_{n+1}=\min\{N_{n+1},\max(0,w_n+\xi_n)\},\qquad n\ge 1. $$
The applications to the queueing theory are considered.
Received: 20.05.1977
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 4, Pages 677–685
DOI: https://doi.org/10.1137/1123085
Bibliographic databases:
Language: Russian
Citation: A. A. Borovkov, “Ergodic and stability theorems for random walks in the strip and their applications”, Teor. Veroyatnost. i Primenen., 23:4 (1978), 705–714; Theory Probab. Appl., 23:4 (1979), 677–685
Citation in format AMSBIB
\Bibitem{Bor78}
\by A.~A.~Borovkov
\paper Ergodic and stability theorems for random walks in the strip and their applications
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 4
\pages 705--714
\mathnet{http://mi.mathnet.ru/tvp3106}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=516269}
\zmath{https://zbmath.org/?q=an:0421.60083|0388.60093}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 4
\pages 677--685
\crossref{https://doi.org/10.1137/1123085}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1978JA77700001}
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