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A new stochastic model and its diffusion approximation - MaRDI portal

A new stochastic model and its diffusion approximation (Q519732)

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scientific article; zbMATH DE number 6701244
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English
A new stochastic model and its diffusion approximation
scientific article; zbMATH DE number 6701244

    Statements

    A new stochastic model and its diffusion approximation (English)
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    5 April 2017
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    diffusion approximation
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    Gaussian process
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    biconvex covariance function
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    nonpositively correlated increments
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    Brownian bridge
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    inhomogeneous Brownian sheet
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    infinite server queue
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