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arXiv · 2507.01871

On vector-valued functional equations with multiple recursive terms

Ioannis Dimitriou·Ivo J. B. F. Adan
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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.

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Ioannis Dimitriou, Ivo J. B. F. Adan. 2025-07-02. On vector-valued functional equations with multiple recursive terms. https://arxiv.org/abs/2507.01871

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