Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
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Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Probabilistic methods, stochastic differential equations (65C99) Applications to the sciences (65Z05) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
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