Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution

DOI10.1007/s11134-008-9102-9zbMath1166.60331OpenAlexW2161432561MaRDI QIDQ833094

J. Michael Harrison, John J. Hasenbein

Publication date: 11 August 2009

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

Full work available at URL: https://doi.org/10.1007/s11134-008-9102-9

Mathematics Subject Classification ID

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

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