Mathematics – Probability
Scientific paper
2006-03-30
Mathematics
Probability
This paper has been withdrawn by the author. This paper has been published in a newer version, arXiv:0802.2495
Scientific paper
In this paper we solve a particular stochastic recursion in the stationary ergodic framework, and propose some applications of this result to the study of regenerativity (that is, finiteness of busy cycles) and stationarity of some queueing systems: pure delay systems, in which all customers are immediately served, and queues with impatient customers. In this latter case under the FIFO discipline, we prove as well the existence of a stationary workload on an enlarged probability space.
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