Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM

DOI10.1007/s11134-011-9251-0zbMath1275.60064WikidataQ123334258 ScholiaQ123334258MaRDI QIDQ383188

Masakiyo Miyazawa, Masahiro Kobayashi

Publication date: 25 November 2013

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-011-9251-0

zbMATH Keywords

stationary distribution; queueing network; multidimensional moment generating function; semi-martingale reflecting Brownian motion; stationary inequality; tail asymptotic; tail decay rate

Mathematics Subject Classification ID

90B15: Stochastic network models in operations research

60K25: Queueing theory (aspects of probability theory)

60J65: Brownian motion

60F10: Large deviations

Related Items

Light tail asymptotics in multidimensional reflecting processes for queueing networks, Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary

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