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math.PR2017
On recurrence of the multidimensional Lindley process
Wojciech Cygan, Judith Kloas
A Lindley process arises from classical studies in queueing theory and it usually reflects waiting times of customers in single server models. In this note we study recurrence of i…
math.PR2017
Multidimensional random walk with reflections
Judith Kloas, Wolfgang Woess
Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sig…