Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
From MaRDI portal
Publication:3764985
DOI10.2307/1427409zbMath0628.60084OpenAlexW4229534843MaRDI QIDQ3764985
Publication date: 1987
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427409
inverse Gaussian distributioncouplingrelaxation timesfirst-passage timemixtures of exponentialsfitting distribution by matching moments
Related Items
Large finite population queueing systems: The single-server model, Some integral functionals of reflected SDEs and their applications in finance, The heavy traffic limit of a class of Markovian queueing models, Transient behaviors of single-server queues with diffusive rates, The spectral representation of Bessel processes with constant drift: applications in queueing and finance, Heavy traffic limits for queues with non-stationary path-dependent arrival processes, Transient error approximation in a Lévy queue, Transient behavior of the M/M/1 queue: Starting at the origin, Simple spectral representations for the M/M/1 queue, One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem, On the time-dependent moments of Markovian queues with reneging, Sojourns of fractional Brownian motion queues: transient asymptotics, Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum, A note on stability in distribution of Markov-modulated stochastic differential equations with reflection, On the transition densities for reflected diffusions, On the rate of convergence to equilibrium for reflected Brownian motion, A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues, A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes, A TIME-DEPENDENT STUDY OF THE KNOCKOUT QUEUE, State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits, Factorization Identities for Reflected Processes, with Applications, Large deviations for the boundary local time of doubly reflected Brownian motion