Creates a sequence of a Lindley process, also called CUSUM process, on a given sequence. For a sequence (X_k)k, the Lindley process is defined as follows: W_0:=0 and W_(k+1)=max(0,W_k+X_(k+1)). It defines positive excursions above 0.
Usage
lindley(sequence)
Value
a vector with the Lindley process steps
Arguments
sequence
numeric sequence of a Lindley process, eg service time per customer