Article ID: | iaor20001740 |
Country: | Germany |
Volume: | 49 |
Issue: | 2 |
Start Page Number: | 325 |
End Page Number: | 333 |
Publication Date: | Jan 1999 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Towsley D., Nain P., Liu Zhenhong |
In this note we develop a framework for computing upper and lower bounds of an exponential form for a class of stochastic recursive equations with uniformly recurrent Markov modulated inputs. These bounds generalize Kingman's bounds for queues with renewal inputs.