Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones

DOI10.1007/s11134-012-9278-xzbMath1275.60030OpenAlexW2010764255MaRDI QIDQ383236

Abdelghani Ben Tahar, Kawtar Bichard, Abdelhak Yaacoubi, Ahmed El Kharroubi

Publication date: 25 November 2013

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

Full work available at URL: https://doi.org/10.1007/s11134-012-9278-x

zbMATH Keywords

large deviationsvariational problemsSkorokhod problemspositive recurrencereflected Brownian motionqueuing networks

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10)

Related Items (4)

Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions ⋮ Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ A multi-dimensional SRBM: geometric views of its product form stationary distribution ⋮ Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant

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