On the rate of convergence to equilibrium for reflected Brownian motion
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Publication:1992149
DOI10.1007/s11134-018-9574-1zbMath1408.60019OpenAlexW2791804925WikidataQ130075650 ScholiaQ130075650MaRDI QIDQ1992149
Publication date: 2 November 2018
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-018-9574-1
large deviationsdiffusion processesqueueing theorysteady-state simulationreflected Brownian motiontotal variation distancerate of convergence to equilibrium
Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Large deviations (60F10) Foundations of stochastic processes (60G05)
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A heavy-traffic perspective on departure process variability, A broad view of queueing theory through one issue, On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process
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