A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model

DOI10.1111/STAN.12108zbMath1528.60084arXiv1601.05653MaRDI QIDQ6088218

M. R. H. Mandjes, Peter Spreij

Publication date: 13 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.05653

zbMATH Keywords

reflectioncentral limit theoremsOrnstein-Uhlenbeck processesidleness process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process

Cites Work

• Unnamed Item
• On the reflected Ornstein-Uhlenbeck process with catastrophes
• On the dynamics of a finite buffer queue conditioned on the amount of loss
• Properties of the reflected Ornstein-Uhlenbeck process
• A diffusion approximation for a Markovian queue with reneging
• A diffusion approximation for a GI/GI/1 queue with balking or reneging
• Stochastic differential equations with reflecting boundary conditions
• Martingales: Recent Developments, Results and Applications
• Simulation run lengths to estimate blocking probabilities
• Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes

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