Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms (Q6135881): Difference between revisions

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scientific article; zbMATH DE number 7732037

Language	Label	Description	Also known as
English	Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms	scientific article; zbMATH DE number 7732037

Statements

instance of

scholarly article

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title

Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms (English)

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Indagationes Mathematicae. New Series

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publication date

28 August 2023

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full work available at URL

https://arxiv.org/abs/2206.12859

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zbMATH Keywords

obliquely reflected Brownian motion in a wedge

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non-convex cone

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stationary distribution

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Laplace transform

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boundary value problem

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MaRDI profile type

MaRDI publication profile

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cites work

Analysis of Models Reducible to a Class of Diffusion Processes in the Positive Quarter Plane

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Q5800951

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Square lattice walks avoiding a quadrant

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Q3136185

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Q3662408

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Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis

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Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution

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Enumeration of walks with small steps avoiding a quadrant

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Two coupled processors: The reduction to a Riemann-Hilbert problem

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Random Walks in the Quarter Plane

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Integral expression for the stationary distribution of reflected Brownian motion in a wedge

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On the Distribution of Multidimensional Reflected Brownian Motion

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Reflected Brownian motion on an orthant

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Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>

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Degenerate competing three-particle systems

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Q4527702

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Non-D-finite walks in a three-quadrant cone

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On walks avoiding a quadrant

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Open Queueing Networks in Heavy Traffic

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Q4226355

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Discrete harmonic functions in the three-quarter plane

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Brownian motion in a wedge with oblique reflection

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Reflected brownian motion in a wedge: Semimartingale property

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Identifiers

zbMATH Open document ID

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10.1016/j.indag.2022.10.008

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6135881

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+Analysis of Models Reducible to a Class of Diffusion Processes in the Positive Quarter Plane
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@@ Property / cites work @@
+Q5800951
@@ Property / cites work: Q5800951 / rank @@
+Normal rank
@@ Property / cites work @@
+Square lattice walks avoiding a quadrant
@@ Property / cites work: Square lattice walks avoiding a quadrant / rank @@
+Normal rank
@@ Property / cites work @@
+Q3136185
@@ Property / cites work: Q3136185 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3662408
@@ Property / cites work: Q3662408 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
+Normal rank
@@ Property / cites work @@
+Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution
+Normal rank
@@ Property / cites work @@
+Enumeration of walks with small steps avoiding a quadrant
+Normal rank
@@ Property / cites work @@
+Two coupled processors: The reduction to a Riemann-Hilbert problem
+Normal rank
@@ Property / cites work @@
+Random Walks in the Quarter Plane
@@ Property / cites work: Random Walks in the Quarter Plane / rank @@
+Normal rank
@@ Property / cites work @@
+Integral expression for the stationary distribution of reflected Brownian motion in a wedge
+Normal rank
@@ Property / cites work @@
+On the Distribution of Multidimensional Reflected Brownian Motion
+Normal rank
@@ Property / cites work @@
+Reflected Brownian motion on an orthant
@@ Property / cites work: Reflected Brownian motion on an orthant / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+Degenerate competing three-particle systems
@@ Property / cites work: Degenerate competing three-particle systems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4527702
@@ Property / cites work: Q4527702 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-D-finite walks in a three-quadrant cone
@@ Property / cites work: Non-D-finite walks in a three-quadrant cone / rank @@
+Normal rank
@@ Property / cites work @@
+On walks avoiding a quadrant
@@ Property / cites work: On walks avoiding a quadrant / rank @@
+Normal rank
@@ Property / cites work @@
+Open Queueing Networks in Heavy Traffic
@@ Property / cites work: Open Queueing Networks in Heavy Traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete harmonic functions in the three-quarter plane
+Normal rank
@@ Property / cites work @@
+Brownian motion in a wedge with oblique reflection
+Normal rank
@@ Property / cites work @@
+Reflected brownian motion in a wedge: Semimartingale property
+Normal rank