On the Distribution of Multidimensional Reflected Brownian Motion
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(32)- A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline
- Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
- Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling
- A dual skew symmetry for transient reflected Brownian motion in an orthant
- Birth and death processes in interactive random environments
- Piecewise-tunneled captive processes and corridored random particle systems
- Reflected Brownian motion in the quarter plane: an equivalence based on time reversal
- Transient behaviors of single-server queues with diffusive rates
- Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
- Exponential ergodicity and convergence for generalized reflected Brownian motion
- Integral expression for the stationary distribution of reflected Brownian motion in a wedge
- Long time asymptotics for constrained diffusions in polyhedral domains
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
- Green's functions with oblique Neumann boundary conditions in the quadrant
- A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
- Brownian models of open queueing networks with homogeneous customer populations∗
- Tutte's invariant approach for Brownian motion reflected in the quadrant
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty
- Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
- Captive diffusions and their applications to order-preserving dynamics
- Two coupled queues with vastly different arrival rates: critical loading case
- On a family of coupled diffusions that can never change their initial order
- A tandem storage system and its diffusion limit
- Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms
- Captive jump processes for bounded random systems with discontinuous dynamics
- Reflected Brownian motion with drift in a wedge
- From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers
- Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
- Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers
- On the stationary distribution of reflected Brownian motion in a wedge: differential properties
- Boundary condition modeling for generalized Ornstein-Uhlenbeck processes
- Mathematical theory of queueing networks
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