Positive recurrence for reflecting Brownian motion in higher dimensions

DOI10.1007/s11134-011-9211-8zbMath1243.60063MaRDI QIDQ415639

Maury Bramson

Publication date: 8 May 2012

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

Full work available at URL: https://doi.org/10.1007/s11134-011-9211-8

zbMATH Keywords

fluid model; queueing networks; reflecting Brownian motion; heavy traffic limits

Mathematics Subject Classification ID

90B15: Stochastic network models in operations research

60K25: Queueing theory (aspects of probability theory)

60J65: Brownian motion

68M20: Performance evaluation, queueing, and scheduling in the context of computer systems

Related Items

Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence, Integral expression for the stationary distribution of reflected Brownian motion in a wedge, Green's functions with oblique Neumann boundary conditions in the quadrant

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