Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
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Publication:1935925
DOI10.1007/s00186-010-0304-7zbMath1260.60165OpenAlexW2158389934MaRDI QIDQ1935925
J. G. Dai, J. Michael Harrison
Publication date: 20 February 2013
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0304-7
diffusion approximationheavy trafficfluid modelqueueing networkspositive recurrencereflecting Brownian motionSkorohod problem
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Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution ⋮ Positive recurrence for reflecting Brownian motion in higher dimensions ⋮ Positive recurrence of reflecting Brownian motion in three dimensions ⋮ A positive recurrent reflecting Brownian motion with divergent fluid path ⋮ Exponential ergodicity and convergence for generalized reflected Brownian motion ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge
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