Performance analysis of production systems with correlated demand via diffusion approximations (Q1929669)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Performance analysis of production systems with correlated demand via diffusion approximations |
scientific article |
Statements
Performance analysis of production systems with correlated demand via diffusion approximations (English)
0 references
9 January 2013
0 references
Summary: We investigate the performance of a production system with correlated demand through diffusion approximation. The key performance metric under consideration is the extreme points that this system can reach. This problem is mapped to a problem of characterizing the joint probability density of a two-dimensional Brownian motion and its coordinate running maximum. To achieve this goal, we obtain the stationary distribution of a reflected Brownian motion within the positive quarter-plane, which is of independent interest, through investigating a solution of an extended Helmhotz equation.
0 references