On a class of Lévy stochastic networks
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Publication:596389
DOI10.1023/B:QUES.0000027993.51077.F2zbMATH Open1061.90012MaRDI QIDQ596389FDOQ596389
T. Konstantopoulos, Günter Last, Si-Jian Lin
Publication date: 10 August 2004
Published in: Queueing Systems (Search for Journal in Brave)
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Cited In (14)
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant
- Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit
- A review of Burke's theorem for Brownian motion
- Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
- Networks of reinforced stochastic processes: asymptotics for the empirical means
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
- Kernel Method for Stationary Tails: From Discrete to Continuous
- Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
- Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections
- Heavy traffic approximation for the stationary distribution of stochastic fluid networks
- On Itô formulas for jump processes
- Discrete and continuous time modulated random walks with heavy-tailed increments
- On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
- Quasi-Product Forms for Lévy-Driven Fluid Networks
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