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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 4, Pages 705–714
(Mi tvp3106)
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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
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
Linking options:
https://www.mathnet.ru/eng/tvp3106 https://www.mathnet.ru/eng/tvp/v23/i4/p705
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