A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
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Cited in
(19)- Fluid and heavy traffic diffusion limits for a generalized processor sharing model
- Light tail asymptotics in multidimensional reflecting processes for queueing networks
- Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
- Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
- Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
- Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones
- scientific article; zbMATH DE number 932425 (Why is no real title available?)
- Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
- Splitting algorithms for rare events of semimartingale reflecting Brownian motions
- Optimal paths in large deviations of symmetric reflected Brownian motion in the octant
- Kernel method for stationary tails: from discrete to continuous
- Exit time and invariant measure asymptotics for small noise constrained diffusions
- Archimedes' principle for Brownian liquid
- Multidimensional sticky Brownian motions: heavy traffic limit and rough tail asymptotics
- Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution
- Large deviations analysis for distributed algorithms in an ergodic Markovian environment
- A characterization of the reflected quasipotential
- Large deviations: An introduction to 2007 Abel prize
- Sample path large deviations for multiclass feedforward queueing networks in critical loading
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