Geometric Optics Approach to First‐Passage Distributions: Caustic Boundaries and Exponentially Small Eigenvalues

DOI10.1111/1467-9590.00153zbMath1004.60079OpenAlexW2085229512MaRDI QIDQ4784710

Charles Knessl

Publication date: 11 December 2002

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9590.00153

zbMATH Keywords

singular perturbation methodsOrnstein-Uhlenbeck processray methodgeometric opticsasymptotic matchingexponentially small eigenvalues

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

First Passage Times to Congested States of Many-Server Systems in the Halfin–Whitt Regime

This page was built for publication: Geometric Optics Approach to First‐Passage Distributions: Caustic Boundaries and Exponentially Small Eigenvalues