A tandem storage system and its diffusion limit

DOI10.1016/0304-4149(84)90024-3MaRDI QIDQ594483zbMATH OpenOpenAlexFDO

Authors J. Michael Harrison, Larry Shepp

Publication date 1984

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(84)90024-3

zbMATH Keywords

reflected Brownian motiontandem queuesWiener-Hopf techniquelog-beta distributionstorage theory

Mathematics Subject Classification ID

Diffusion processes (60J60) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cites work

• scientific article; zbMATH DE number 3140922 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the Distribution of Multidimensional Reflected Brownian Motion
• Reflected Brownian motion on an orthant

Cited in

(10)

• Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
• A heavy-traffic perspective on departure process variability
• Stationarity and control of a tandem fluid network with fractional Brownian motion input
• State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
• A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
• Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
• The implicit general order complementarity problem, models and iterative methods
• A diffusion approximation for a network of reservoirs with power law release rule
• Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions
• Mathematical theory of queueing networks

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