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

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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reviewed by

Oleg K. Zakusilo

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zbMATH Keywords

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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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11134-011-9211-8

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cites work

Regulations dÉterminates et stochastiques dans le premier “orthant” de R<sup>N</sup>

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A positive recurrent reflecting Brownian motion with divergent fluid path

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Positive recurrence of reflecting Brownian motion in three dimensions

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Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes

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Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence

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Convex duality and the Skorokhod problem. I

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Lyapunov functions for semimartingale reflecting Brownian motions

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Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de

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On the stability of the linear Skorokhod problem in an orthant

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The stability of the deterministic Skorokhod problem is undecidable

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Brownian models of multiclass queueing networks: Current status and open problems

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

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The heavy traffic limit of an unbalanced generalized processor sharing model

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A capture problem in Brownian motion and eigenvalues of spherical domains

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Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant

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Q4842997

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Q4894800

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Identifiers

zbMATH Open document ID

1243.60063

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Mathematics Subject Classification ID

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10.1007/S11134-011-9211-8

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Sitelinks

Mathematics(1 entry)

mardi Publication:415639

@@ Property / DOI @@
-.1007/s11134-011-9211-8
@@ Property / DOI: 10.1007/s11134-011-9211-8 / rank @@
-Normal rank
@@ Property / review text @@
+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)].
+Normal rank
@@ Property / reviewed by @@
+Oleg K. Zakusilo
@@ Property / reviewed by: Oleg K. Zakusilo / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K25
@@ Property / Mathematics Subject Classification ID: 60K25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 68M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B15
@@ Property / Mathematics Subject Classification ID: 90B15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6031881
@@ Property / zbMATH DE Number: 6031881 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reflecting Brownian motion
@@ Property / zbMATH Keywords: reflecting Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fluid model
@@ Property / zbMATH Keywords: fluid model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+queueing networks
@@ Property / zbMATH Keywords: queueing networks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy traffic limits
@@ Property / zbMATH Keywords: heavy traffic limits / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11134-011-9211-8
+Normal rank
@@ Property / OpenAlex ID @@
+W1984977035
@@ Property / OpenAlex ID: W1984977035 / rank @@
+Normal rank
@@ Property / cites work @@
+Regulations dÉterminates et stochastiques dans le premier “orthant” de R<sup>N</sup>
+Normal rank
@@ Property / cites work @@
+A positive recurrent reflecting Brownian motion with divergent fluid path
+Normal rank
@@ Property / cites work @@
+Positive recurrence of reflecting Brownian motion in three dimensions
+Normal rank
@@ Property / cites work @@
+Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
+Normal rank
@@ Property / cites work @@
+Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
+Normal rank
@@ Property / cites work @@
+Convex duality and the Skorokhod problem. I
@@ Property / cites work: Convex duality and the Skorokhod problem. I / rank @@
+Normal rank
@@ Property / cites work @@
+Lyapunov functions for semimartingale reflecting Brownian motions
+Normal rank
@@ Property / cites work @@
+Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
+Normal rank
@@ Property / cites work @@
+On the stability of the linear Skorokhod problem in an orthant
+Normal rank
@@ Property / cites work @@
+The stability of the deterministic Skorokhod problem is undecidable
+Normal rank
@@ Property / cites work @@
+Brownian models of multiclass queueing networks: Current status and open problems
+Normal rank
@@ Property / cites work @@
+Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+The heavy traffic limit of an unbalanced generalized processor sharing model
+Normal rank
@@ Property / cites work @@
+A capture problem in Brownian motion and eigenvalues of spherical domains
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
+Normal rank
@@ Property / cites work @@
+Q4842997
@@ Property / cites work: Q4842997 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4894800
@@ Property / cites work: Q4894800 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11134-011-9211-8
@@ Property / DOI: 10.1007/S11134-011-9211-8 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:415639