Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary
DOI10.1214/21-AAP1681zbMath1482.60109arXiv2004.06968OpenAlexW3016539924MaRDI QIDQ2075337
Philip A. Ernst, Sandro Franceschi
Publication date: 14 February 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.06968
Laplace transformGreen's functionMartin boundarystationary distributionsaddle-point methodexact asymptoticsobliquely reflected Brownian motion in a half-planeoccupancy density
Infinitely divisible distributions; stable distributions (60E07) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Brownian motion (60J65) Functional equations in the complex plane, iteration and composition of analytic functions of one complex variable (30D05)
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Cites Work
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