An asymptotically exact decomposition of coupled Brownian systems

DOI10.2307/3214515zbMath0788.60035OpenAlexW4232912694MaRDI QIDQ4280652

Kerry W. Fendick

Publication date: 24 May 1994

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

Full work available at URL: https://doi.org/10.2307/3214515

zbMATH Keywords

conditional limit theoremsinventory systemsregulated Brownian motionBrownian flow systems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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