Positive recurrence for reflecting Brownian motion in higher dimensions (Q415639): Difference between revisions

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Latest revision as of 16:55, 9 December 2024

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Positive recurrence for reflecting Brownian motion in higher dimensions
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    Positive recurrence for reflecting Brownian motion in higher dimensions (English)
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    8 May 2012
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    Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the \(d\)-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the boundary in a specified manner. The paper discusses two recent results regarding necessary conditions for positive recurrence of SRBMs and complements results given in his paper [Ann. Appl. Probab. 21, No. 3, 951--986 (2011; Zbl 1225.60137)].
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    reflecting Brownian motion
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    fluid model
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    queueing networks
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    heavy traffic limits
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