On the rate of convergence to equilibrium for reflected Brownian motion
type: Item
instance of: scholarly article
title: On the rate of convergence to equilibrium for reflected Brownian motion
zbMATH Open document ID: 1408.60019
author: Peter W. Glynn
author: Rob J. Wang
published in: Queueing Systems
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60K25
zbMATH DE Number: 6971479
zbMATH Keywords: reflected Brownian motion
zbMATH Keywords: queueing theory
zbMATH Keywords: total variation distance
zbMATH Keywords: rate of convergence to equilibrium
zbMATH Keywords: large deviations
zbMATH Keywords: steady-state simulation
zbMATH Keywords: diffusion processes
MaRDI profile type: Publication
full work available at URL: s11134-018-9574-1
OpenAlex ID: W2791804925
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Wikidata QID: Q130075650
DOI: 10.1007/S11134-018-9574-1
description: scientific article; zbMATH DE number 6971479