Positive recurrence for reflecting Brownian motion in higher dimensions (Q415639): Difference between revisions
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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)]. | |||
| 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)]. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Oleg K. Zakusilo / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60K25 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 68M20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90B15 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6031881 / rank | |||
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| Property / zbMATH Keywords | |||
reflecting Brownian motion | |||
| Property / zbMATH Keywords: reflecting Brownian motion / rank | |||
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| Property / zbMATH Keywords | |||
fluid model | |||
| Property / zbMATH Keywords: fluid model / rank | |||
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| Property / zbMATH Keywords | |||
queueing networks | |||
| Property / zbMATH Keywords: queueing networks / rank | |||
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| Property / zbMATH Keywords | |||
heavy traffic limits | |||
| Property / zbMATH Keywords: heavy traffic limits / rank | |||
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Revision as of 19:34, 29 June 2023
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)
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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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