Kernel Method for Stationary Tails: From Discrete to Continuous
From MaRDI portal
Publication:5272953
DOI10.1007/978-1-4939-3076-0_16zbMath1368.60048OpenAlexW2463311027MaRDI QIDQ5272953
Hongshuai Dai, Yiqiang Q. Zhao, Donald A. Dawson
Publication date: 5 July 2017
Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-3076-0_16
Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)
Related Items
Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions, Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On a class of Lévy stochastic networks
- Tail asymptotics for a generalized two-demand queueing model -- a kernel method
- Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution
- Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Generating functions for generating trees
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
- A boundary property of semimartingale reflecting Brownian motions
- Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
- Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
- Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
- Brownian models of open queueing networks with homogeneous customer populations∗
- Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution