Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions

DOI10.1214/19-AAP1550zbMath1472.60135arXiv1902.04501OpenAlexW3087437147MaRDI QIDQ2657931

Sayan Banerjee, Amarjit Budhiraja

Publication date: 18 March 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.04501

zbMATH Keywords

relaxation timeheavy trafficlocal timecouplingWasserstein distancereflected Brownian motionatlas model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (3)

Domains of attraction of invariant distributions of the infinite atlas model ⋮ Efficient Steady-State Simulation of High-Dimensional Stochastic Networks ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions

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