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Bounds for a class of stochastic recursive equations |
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| Authors: | Zhen Liu Philippe Nain Don Towsley |
| Institution: | INRIA, B.P. 93, F-06902, Sophia Antipolis Cedex, France (e-mail: liu@sophia.inria.fr; nain@sophia.inria.fr), FR Department of Computer Science, University of Massachusetts, Amherst, MA 01003, USA (e-mail: towsley@cs.umass.edu), US |
| Abstract: | 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. |
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