On vector-valued functional equations with multiple recursive terms
Probability
2026-04-22 v3
Abstract
In this work, we study vector-valued functional equations with multiple recursive terms that arise naturally when we are dealing with vector-valued multiplicative Lindley-type recursions. We provide a detailed framework for the solution of such equations. Our theoretical results are applied in a wide range of semi-Markovian queueing, and vector-valued autoregressive processes.
Cite
@article{arxiv.2507.01871,
title = {On vector-valued functional equations with multiple recursive terms},
author = {Ioannis Dimitriou and Ivo J. B. F. Adan},
journal= {arXiv preprint arXiv:2507.01871},
year = {2026}
}
Comments
arXiv admin note: text overlap with arXiv:2404.10361