Diffusion limit of Lévy-Lorentz gas is Brownian motion.
Marcin MagdziarzWladyslaw SzczotkaPublished in: Commun. Nonlinear Sci. Numer. Simul. (2018)
Keyphrases
- brownian motion
- ornstein uhlenbeck
- diffusion process
- stochastic process
- heavy traffic limit
- differential equations
- heavy traffic
- optimal control
- stochastic processes
- anisotropic diffusion
- poisson process
- queue length
- stochastic differential equations
- vector valued
- closed form solutions
- asymptotically optimal
- queueing networks
- reinforcement learning
- flow field
- random variables
- markov chain
- graphical models
- support vector