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On a class of multiplicative Lindley-type recursions with Markov-modulated dependencies
In this paper, we study a class of Markov-modulated multiplicative Lindley-type recursions of the form $W_{n+1}=[V_nW_n+Y_n(V_n)]^+$, where the additive term may depend on the multiplicative coefficient and on a common finite-state background Markov chain. The main feature of the model is that the m
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