Positive recurrence of reflecting Brownian motion in three dimensions

DOI10.1214/09-AAP631zbMath1200.60066arXiv1009.5746WikidataQ56906920 ScholiaQ56906920MaRDI QIDQ968783

J. G. Dai, Maury Bramson, J. Michael Harrison

Publication date: 6 May 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5746

zbMATH Keywords

diffusion approximation; heavy traffic; transience; fluid model; queueing networks; reflecting Brownian motion; Skorohod problem

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60K25: Queueing theory (aspects of probability theory)

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

60J65: Brownian motion

60J60: Diffusion processes

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Cites Work