Tutte’s invariant approach for Brownian motion reflected in the quadrant
From MaRDI portal
Publication:4578050
DOI10.1051/ps/2017006zbMath1393.60088arXiv1602.03054OpenAlexW3105555242MaRDI QIDQ4578050
Sandro Franceschi, Kilian Raschel
Publication date: 7 August 2018
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.03054
Laplace transformstationary distributiongeneralized Chebyshev polynomialsreflected Brownian motion in the quarter planeTutte's invariant approach
Characteristic functions; other transforms (60E10) Brownian motion (60J65) Combinatorial probability (60C05)
Related Items
Probability of total domination for transient reflecting processes in a quadrant, Reflected Brownian motion in the quarter plane: an equivalence based on time reversal, Green's functions with oblique Neumann boundary conditions in the quadrant, Tutte’s invariant approach for Brownian motion reflected in the quadrant, Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant, Stochastic decompositions in bivariate risk and queueing models with mutual assistance, Integral expression for the stationary distribution of reflected Brownian motion in a wedge
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes
- Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution
- Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
- Lyapunov functions for semimartingale reflecting Brownian motions
- Obliquely reflected Brownian motion in nonsmooth planar domains
- Multidimensional reflected Brownian motions having exponential stationary distributions
- Reflected planar Brownian motions, intertwining relations and crossing probabilities
- Chromatic sums revisited
- Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
- Walks with small steps in the quarter plane
- Brownian models of open queueing networks with homogeneous customer populations∗
- Analysis of Models Reducible to a Class of Diffusion Processes in the Positive Quarter Plane
- On the Distribution of Multidimensional Reflected Brownian Motion
- Equilibria for diffusion models of pairs of communicating computers--Symmetric case
- Tutte’s invariant approach for Brownian motion reflected in the quadrant
- Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution
- Recurrence and transience of reflecting Brownian motion in the quadrant
