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

DOI10.1007/s11134-012-9339-1zbMath1276.60089arXiv1110.1791MaRDI 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 distribution; tail asymptotics; geometric interpretation; large deviations rate function; product form characterization; stationary boundary measures; two dimensional semi-martingale reflecting Brownian motion

Mathematics Subject Classification ID

90B15: Stochastic network models in operations research

60K25: Queueing theory (aspects of probability theory)

60J65: Brownian motion

60F10: Large deviations

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