On the rate of convergence to equilibrium for reflected Brownian motion

DOI10.1007/s11134-018-9574-1zbMath1408.60019OpenAlexW2791804925WikidataQ130075650 ScholiaQ130075650MaRDI QIDQ1992149

Peter W. Glynn, Rob J. Wang

Publication date: 2 November 2018

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-018-9574-1

zbMATH Keywords

large deviationsdiffusion processesqueueing theorysteady-state simulationreflected Brownian motiontotal variation distancerate of convergence to equilibrium

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Large deviations (60F10) Foundations of stochastic processes (60G05)

Related Items

A heavy-traffic perspective on departure process variability, A broad view of queueing theory through one issue, On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process

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