Decomposable stationary distribution of a multidimensional SRBM
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Publication:2018559
DOI10.1016/j.spa.2014.11.014zbMath1325.60132arXiv1312.1387OpenAlexW2018893776MaRDI QIDQ2018559
Jian Wu, J. G. Dai, Masakiyo Miyazawa
Publication date: 24 March 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.1387
stationary distributionqueueing networkdecomposabilitysemimartingale reflecting Brownian motionmarginal distributionproduct form approximation
Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Generalizations of martingales (60G48)
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