Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM

DOI10.1007/s11134-011-9251-0zbMath1275.60064OpenAlexW2112342776WikidataQ123334258 ScholiaQ123334258MaRDI QIDQ383188

Masakiyo Miyazawa, Masahiro Kobayashi

Publication date: 25 November 2013

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

Full work available at URL: https://doi.org/10.1007/s11134-011-9251-0

zbMATH Keywords

stationary distributionqueueing networkmultidimensional moment generating functionsemi-martingale reflecting Brownian motionstationary inequalitytail asymptotictail decay rate

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Large deviations (60F10)

Related Items (2)

Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary

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