Positive recurrence of reflecting Brownian motion in three dimensions

DOI10.1214/09-AAP631zbMath1200.60066arXiv1009.5746OpenAlexW3104412649WikidataQ56906920 ScholiaQ56906920MaRDI QIDQ968783

J. G. Dai, Maury Bramson, J. Michael Harrison

Publication date: 6 May 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5746

zbMATH Keywords

diffusion approximationheavy traffictransiencefluid modelqueueing networksreflecting Brownian motionSkorohod problem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Queueing theory (aspects of probability theory) (60K25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Brownian motion (60J65) Diffusion processes (60J60)

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