Reflected Brownian motion in the quarter plane: an equivalence based on time reversal

DOI10.1016/j.spa.2021.12.003zbMath1491.60144OpenAlexW4200299167MaRDI QIDQ2145824

J. Michael Harrison

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2021.12.003

zbMATH Keywords

diffusion approximationheavy trafficqueueing networkreflected Brownian motionreflection mapping

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65)

Related Items (1)

A dual skew symmetry for transient reflected Brownian motion in an orthant

Cites Work

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• On the Distribution of Multidimensional Reflected Brownian Motion
• The diffusion approximation for tandem queues in heavy traffic
• Tutte’s invariant approach for Brownian motion reflected in the quadrant
• Brownian Models of Performance and Control

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