BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION

DOI10.1017/S0269964820000388zbMath1498.60360OpenAlexW3044920440MaRDI QIDQ5051162

Kerry W. Fendick

Publication date: 22 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964820000388

zbMATH Keywords

stationary incrementsmultivariate Brownian motionregulated Brownian motionGaussian Markov processmultivariate Brownian bridgeGaussian fluid queue

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (3)

Heavy traffic limits for queues with non-stationary path-dependent arrival processes ⋮ Queueing networks with path-dependent arrival processes ⋮ Queues with path-dependent arrival processes

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