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TITLE: Large deviations for a random sign Lindley recursion
SPEAKER: Dr. Maria Vlasiou
ABSTRACT:
We investigate the tail behaviour of the steady state distribution of a stochastic recursion that generalises Lindley's 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 symptotics in three qualitatively different cases, and compare these with existing results for Lindley's recursion and for alternating service systems.
