Analysis of Models Reducible to a Class of Diffusion Processes in the Positive Quarter Plane

DOI10.1137/0147090zbMath0634.60085OpenAlexW2052537236MaRDI QIDQ3773025

Guy Fayolle, François Baccelli

Publication date: 1987

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0147090

zbMATH Keywords

Riemann Hilbert problemfractional equationcoupling of processorsLaplace transform of the steady state distributionsingle server queue diffusion approximation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Boundary behavior of holomorphic functions of several complex variables (32A40) Miscellaneous topics of analysis in the complex plane (30E99)

Related Items (8)

Probability of total domination for transient reflecting processes in a quadrant ⋮ Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Tutte’s invariant approach for Brownian motion reflected in the quadrant ⋮ Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms ⋮ Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge ⋮ A fork-join queueing model: Diffusion approximation, integral representations and asymptotics ⋮ A dual skew symmetry for transient reflected Brownian motion in an orthant

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