A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant (Q2564688)
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English | A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant |
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A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant (English)
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13 April 1997
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semimartingale reflecting Brownian motion on an orthant
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positive recurrence
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stationary distribution
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linear Lyapunov function
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fluid network
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