Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures

DOI10.1007/s11134-012-9339-1zbMath1276.60089arXiv1110.1791OpenAlexW2016156391MaRDI QIDQ1955513

Masakiyo Miyazawa, J. G. Dai

Publication date: 14 June 2013

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.1791

zbMATH Keywords

stationary distributiontail asymptoticsgeometric interpretationlarge deviations rate functionproduct form characterizationstationary boundary measurestwo dimensional semi-martingale reflecting Brownian motion

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Large deviations (60F10)

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• Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
• Brownian models of open queueing networks with homogeneous customer populations^∗
• Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution
• Recurrence and transience of reflecting Brownian motion in the quadrant
• Explicit solutions for variational problems in the quadrant

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