Positive recurrence for reflecting Brownian motion in higher dimensions
From MaRDI portal
Publication:415639
DOI10.1007/s11134-011-9211-8zbMath1243.60063OpenAlexW1984977035MaRDI QIDQ415639
Publication date: 8 May 2012
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-011-9211-8
Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
Related Items (4)
Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge ⋮ A dual skew symmetry for transient reflected Brownian motion in an orthant
Cites Work
- Unnamed Item
- Unnamed Item
- A positive recurrent reflecting Brownian motion with divergent fluid path
- Positive recurrence of reflecting Brownian motion in three dimensions
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Lyapunov functions for semimartingale reflecting Brownian motions
- On the stability of the linear Skorokhod problem in an orthant
- Brownian models of multiclass queueing networks: Current status and open problems
- Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
- Convex duality and the Skorokhod problem. I
- The stability of the deterministic Skorokhod problem is undecidable
- The heavy traffic limit of an unbalanced generalized processor sharing model
- Regulations dÉterminates et stochastiques dans le premier “orthant” de RN
- A capture problem in Brownian motion and eigenvalues of spherical domains
- Brownian models of open queueing networks with homogeneous customer populations∗
- Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
- Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
This page was built for publication: Positive recurrence for reflecting Brownian motion in higher dimensions
