Positive recurrence for reflecting Brownian motion in higher dimensions (Q415639): Difference between revisions
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Revision as of 19:53, 19 March 2024
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| English | 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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