Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution.
J. Michael HarrisonJohn J. HasenbeinPublished in: Queueing Syst. Theory Appl. (2009)
Keyphrases
- stationary distribution
- brownian motion
- queue length
- markov chain
- stochastic process
- queueing networks
- heavy traffic
- steady state
- random walk
- inventory level
- differential equations
- transition probabilities
- diffusion process
- optimal control
- state dependent
- arrival rate
- stochastic processes
- initial state
- service times
- sufficient conditions
- heavy tailed
- non stationary
- special case
- poisson process
- state space
- vector valued
- multistage
- search space
- long run