1. Higher-order Lindley equations
- Author
-
F. I. Karpelevich, Yu. M. Suhov, and M. Ya. Kelbert
- Subjects
Statistics and Probability ,Queueing theory ,Stochastic process ,Applied Mathematics ,Mathematical analysis ,MathematicsofComputing_NUMERICALANALYSIS ,G/G/1 queue ,Tree (graph theory) ,Connection (mathematics) ,Queueing networks ,Modelling and Simulation ,Modeling and Simulation ,ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION ,Layered queueing network ,Stationary solutions ,Uniqueness ,Lindley equation ,Higher-order Lindley equations ,Mathematics - Abstract
A model of a queueing network is proposed which leads to a stochastic equation generalizing a standard Lindley equation for a single FCFS server. We study the problem of the existence and uniqueness of a stationary solution to this equation and its connection with random processes on a Cayley tree.
- Published
- 1994