Lindley equation

In probability theory, the Lindley equation, Lindley recursion or Lindley processes is a discrete-time stochastic process An where n takes integer values and:In Dennis Lindley's first paper on the subject the equation is used to describe waiting times experienced by customers in a queue with the First-In First-Out (FIFO) discipline.The evolution of the queue length process can also be written in the form of a Lindley equation.Lindley's integral equation is a relationship satisfied by the stationary waiting time distribution F(x) in a G/G/1 queue.