Performance analysis of production systems with correlated demand via diffusion approximations (Q1929669)
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scientific article; zbMATH DE number 6123586
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| English | Performance analysis of production systems with correlated demand via diffusion approximations |
scientific article; zbMATH DE number 6123586 |
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Performance analysis of production systems with correlated demand via diffusion approximations (English)
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9 January 2013
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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.
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0.7304151058197021
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0.7139745354652405
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0.713824450969696
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