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A new approach to the Lindley recursion

โœ Scribed by Wolfgang Stadje


Book ID
104302414
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
246 KB
Volume
31
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


We consider the standard Lindley recursion for integer-valued random variables. A new method for determining the corresponding distributions is presented which in the case when the involved random variables are bounded from below, say by -K, K C N, reduces to the solution of a (K x K)-system of linear equations. The stationary distribution is also obtained by this approach.


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