A new approach to the Lindley recursion
โ 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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โฆ 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.
๐ SIMILAR VOLUMES
Solution of algebraic recursion relations in the most obvious fashion may produce unwieldy expressions. If the structure of the recursion is well understood, a better method may be to calculate the coefficient of each term in the answer by analysis of all ways in which that term can be generated by
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