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

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Normalize DOI.
Property / DOI
 
Property / DOI: 10.1007/s11134-011-9211-8 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1007/S11134-011-9211-8 / rank
 
Normal rank

Revision as of 01:14, 9 December 2024

scientific article
Language Label Description Also known as
English
Positive recurrence for reflecting Brownian motion in higher dimensions
scientific article

    Statements

    Positive recurrence for reflecting Brownian motion in higher dimensions (English)
    0 references
    0 references
    8 May 2012
    0 references
    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)].
    0 references
    reflecting Brownian motion
    0 references
    fluid model
    0 references
    queueing networks
    0 references
    heavy traffic limits
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references