Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution
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Cites work
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- scientific article; zbMATH DE number 3760340 (Why is no real title available?)
- scientific article; zbMATH DE number 1300856 (Why is no real title available?)
- Large deviations of the steady-state distribution of reflected processes with applications to queueing systems
- Malyshev's theory and JS-queues. Asymptotics of stationary probabilities
- On the stability of the linear Skorokhod problem in an orthant
- Recurrence and transience of reflecting Brownian motion in the quadrant
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
Cited in
(32)- The stationary distribution of reflected Brownian motion in a planar region
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
- Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}
- Light tail asymptotics in multidimensional reflecting processes for queueing networks
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- Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary
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- scientific article; zbMATH DE number 932425 (Why is no real title available?)
- Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
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- Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution
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- Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach
- A queueing model with ON/OFF sources: approximation and stationarity
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- A characterization of the reflected quasipotential
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