On the stationary distribution of reflected Brownian motion in a non-convex wedge
暂无分享,去创建一个
[1] K. Raschel,et al. Tutte's invariant approach for Brownian motion reflected in the quadrant , 2016, 1602.03054.
[2] J. Harrison,et al. On the distribution of m ultidimen-sional reflected Brownian motion , 1981 .
[3] Philip A. Ernst,et al. Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant , 2021, 2101.01246.
[4] M. Reiman,et al. FLUID AND HEAVY TRAFFIC DIFFUSION LIMITS FOR A GENERALIZED PROCESSOR SHARING MODEL , 2003 .
[5] J. Harrison,et al. Reflected Brownian Motion on an Orthant , 1981 .
[6] J. Harrison,et al. Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis , 1992 .
[7] Mireille Bousquet-Mélou,et al. Square lattice walks avoiding a quadrant , 2015, J. Comb. Theory, Ser. A.
[8] Ruth J. Williams. Reflected brownian motion in a wedge: Semimartingale property , 1985 .
[9] Dario A. Bini,et al. Solving quadratic matrix equations arising in random walks in the quarter plane , 2019, SIAM J. Matrix Anal. Appl..
[10] G. Fayolle,et al. About a possible analytic approach for walks in the quarter plane with arbitrary big jumps , 2014, 1406.7469.
[11] Gerard J. Foschini. Equilibria for diffusion models of pairs of communicating computers - Symmetric case , 1982, IEEE Trans. Inf. Theory.
[12] Ruth J. Williams,et al. Brownian Models of Open Queueing Networks with Homogeneous Customer Populations , 1987 .
[13] Masakiyo Miyazawa,et al. Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures , 2011, Queueing Syst. Theory Appl..
[14] Ruth J. Williams. Brownian motion in a wedge with oblique reflection at the boundary , 1985 .
[15] Am'elie Trotignon,et al. Discrete Harmonic Functions in the Three-Quarter Plane , 2019, Potential Analysis.
[16] L. Rogers,et al. Recurrence and transience of reflecting Brownian motion in the quadrant , 1993, Mathematical Proceedings of the Cambridge Philosophical Society.
[17] Joel H. Ferziger,et al. Systems of singular integral equations , 1967 .
[18] Kilian Raschel,et al. On Walks Avoiding a Quadrant , 2018, Electron. J. Comb..
[19] Martin I. Reiman,et al. Open Queueing Networks in Heavy Traffic , 1984, Math. Oper. Res..
[20] A. B. Dieker,et al. Reflected Brownian motion in a wedge: sum-of-exponential stationary densities , 2007 .
[21] K. Raschel,et al. Integral expression for the stationary distribution of reflected Brownian motion in a wedge , 2017, Bernoulli.
[22] J. Dai,et al. Reflecting Brownian Motion in Two Dimensions: Exact Asymptotics for the Stationary Distribution , 2011 .
[23] K. Raschel,et al. The stationary distribution of reflected Brownian motion in a wedge: differential properties , 2021 .
[24] I. Kurkova,et al. Malyshev's theory and JS-queues. Asymptotics of stationary probabilities , 2003 .
[25] Counting lattice walks by winding angle , 2020, 2003.01740.
[26] S. Shreve. Reflected Brownian Motion in the “Bang-Bang” Control of Brownian Drift , 1981 .
[27] Ruth J. Williams,et al. Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions , 1987 .
[28] G. Fayolle,et al. Two coupled processors: The reduction to a Riemann-Hilbert problem , 1979 .
[29] J. Harrison. The diffusion approximation for tandem queues in heavy traffic , 1978, Advances in Applied Probability.
[30] Analysis of Brownian motion with drift, confined to a quadrant by oblique reflection , 1984 .
[31] S. Franceschi. Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant , 2019, Journal of Theoretical Probability.
[32] W. Hackbusch. Singular Integral Equations , 1995 .
[33] S. Mustapha. Non-D-Finite Walks in a Three-Quadrant Cone , 2019, Annals of Combinatorics.
[34] M. Yor,et al. Continuous martingales and Brownian motion , 1990 .
[35] Analysis of models reducible to a class of diffusion processes in the positive quarter plane , 1987 .