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We investigate the tail behaviour of the steady state distribution of a stochastic recursion that generalises Lindleys recursion. This recursion arises in queuing systems with dependent interarrival and service times, and includes alternating service systems and carousel storage systems as special cases. We obtain precise tail asymptotics in three qualitatively different cases, and compare these with existing results for Lindleys recursion and for alternating service systems.
An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0leq L<Uleq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together with a random
There is a result of Diaconis and Freedman which says that, in a limiting sense, for large collections of high-dimensional data most one-dimensional projections of the data are approximately Gaussian. This paper gives quantitati
A classical result for the simple symmetric random walk with $2n$ steps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the maximum height all have exactly the same distribution and converge whe
We consider the sums $S_n=xi_1+cdots+xi_n$ of independent identically distributed random variables. We do not assume that the $xi$s have a finite mean. Under subexponential type conditions on distribution of the summands, we find the asymptotics of t
In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing between a normal distribution and an exponential family, which we cal