2 papers
math.PR2024
On Markov-dependent reflected autoregressive processes and related models
Ioannis Dimitriou
In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equati…
math.PR2023
Some reflected autoregressive processes with dependencies
Ioannis Dimitriou, Dieter Fiems
Motivated by queueing applications, we study various reflected autoregressive processes with dependencies. Amongst others, we study cases where the interarrival and service times a…