Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
type: Item
instance of: scholarly article
title: Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
zbMATH Open document ID: 1260.60165
author: J. G. Dai
author: J. Michael Harrison
published in: Mathematical Methods of Operations Research
publication date: 2013-02-20T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6137593
zbMATH Keywords: reflecting Brownian motion
zbMATH Keywords: Skorohod problem
zbMATH Keywords: fluid model
zbMATH Keywords: positive recurrence
zbMATH Keywords: queueing networks
zbMATH Keywords: heavy traffic
zbMATH Keywords: diffusion approximation
MaRDI profile type: Publication
full work available at URL: s00186-010-0304-7
OpenAlex ID: W2158389934
cites work: Regulations dÉterminates et stochastiques dans le premier “orthant” de RN
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cites work: Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
cites work: Q4842997
DOI: 10.1007/S00186-010-0304-7
description: scientific article; zbMATH DE number 6137593