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Bounds for a class of stochastic recursive equations

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Abstract.

In this note we develop a framework for computing upper and lower bounds of an exponential form for a class of stochastic recursive equations with uniformly recurrent Markov modulated inputs. These bounds generalize Kingman's bounds for queues with renewal inputs.

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Authors and Affiliations

  1. INRIA, B.P. 93, F-06902, Sophia Antipolis Cedex, France (e-mail: liu@sophia.inria.fr; nain@sophia.inria.fr), , , , , , FR

    Zhen Liu & Philippe Nain

  2. Department of Computer Science, University of Massachusetts, Amherst, MA 01003, USA (e-mail: towsley@cs.umass.edu), , , , , , US

    Don Towsley

Authors
  1. Zhen Liu
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  2. Philippe Nain
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  3. Don Towsley
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Manuscript received: March 1998

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Liu, Z., Nain, P. & Towsley, D. Bounds for a class of stochastic recursive equations. Mathematical Methods of OR 49, 325–333 (1999). https://doi.org/10.1007/PL00020920

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  • DOI: https://doi.org/10.1007/PL00020920

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