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

DOI10.1016/J.SPA.2021.12.003zbMATH Open1491.60144OpenAlexW4200299167MaRDI QIDQ2145824FDOQ2145824

Authors: 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

Recommendations

• scientific article; zbMATH DE number 786517
• Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
• Positive recurrence of reflecting Brownian motion in three dimensions
• Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
• Multidimensional reflected Brownian motions having exponential stationary distributions

zbMATH Keywords

diffusion approximationheavy trafficreflected Brownian motionqueueing networkreflection mapping

Mathematics Subject Classification ID

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

Cites Work

• Reflected Brownian motion on an orthant
• Open Queueing Networks in Heavy Traffic
• Brownian models of open queueing networks with homogeneous customer populations^∗
• The diffusion approximation for tandem queues in heavy traffic
• Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
• Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
• Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes
• Title not available (Why is that?)
• The stationary distribution of reflected Brownian motion in a planar region
• On the Distribution of Multidimensional Reflected Brownian Motion
• The QNET method for two-moment analysis of closed manufacturing systems
• Brownian models of performance and control
• Integral expression for the stationary distribution of reflected Brownian motion in a wedge
• Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
• Tutte's invariant approach for Brownian motion reflected in the quadrant

Cited In (14)

• Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
• An occupation time identity for reflecting Brownian motion with drift
• Title not available (Why is that?)
• Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
• Structure-reversibility of a two-dimensional reflecting random walk and its application to queueing network
• Reflected Brownian motion with skew symmetric data in a polyhedral domain
• A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
• Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution
• The competition number of a graph whose holes do not overlap much
• Reflected Brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
• Multidimensional reflected Brownian motions having exponential stationary distributions
• Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms
• Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
• A dual skew symmetry for transient reflected Brownian motion in an orthant

This page was built for publication: Reflected Brownian motion in the quarter plane: an equivalence based on time reversal

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2145824)