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Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
8 references·3 citing·34 second hop
Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures (2013)Stationary distribution of a two-dimensio…Reflecting Brownian Motion in Two Dimensions: Exact Asymptotics for the Stationary Distribution (2011)Reflecting Brownian Motion in…Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks (2009)Tail Decay Rates in Double QB…Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution (2008)Reflected Brownian motion in …Explicit Solutions for Variational Problems in the Quadrant (2001)Explicit Solutions for Variat…Stochastic Networks Theory and Applications (1996)Stochastic Networks Theory an…Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis (1992)Reflected Brownian Motion in …Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions (1987)Multidimensional Reflected Br…Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Brownian models of open queue…A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process (2015)A superharmonic vector for a …Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps (2014)Tail Asymptotics of the Stati…Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions (2012)Revisiting the Tail Asymptoti…Two queues in parallel (1977)Two Parallel Queues Created by Arrivals with Two Demands I (1984)Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process (2018)Applied Probability and Queues (1987)Applied Probability and Queues (2003)The Queueing Network Analyzer (1983)Open Queueing Networks in Heavy Traffic (1984)Introduction to Queueing Networks (1987)Validity of heavy traffic steady-state approximations in generalized Jackson networks (2006)Queueing Theory for Semiconductor Manufacturing Systems: A Survey and Open Problems (2007)Networks of Waiting Lines (1957)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Brownian Motion and Stochastic Flow Systems. (1987)Planning Queueing Simulations (1989)Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations (1991)Fluctuations of Lévy Processes with Applications (2014)Reflected Brownian Motion on an Orthant (1981)A time-reversed representation for the tail probabilities of stationary reflected Brownian motion (2002)Efficient simulation of buffer overflow probabilities in jackson networks with feedback (2005)Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (2009)Matrix-Geometric Solutions to Stochastic Models (1984)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)Rare event asymptotics for a random walk in the quarter plane (2010)Tail asymptotics for a generalized two-demand queueing model—a kernel method (2011)Large Deviations For Performance Analysis (2019)Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (1993)Triple and simultaneous collisions of competing Brownian particles (2015)A critical look at Lo's modified R/S statistic (1999)Estimating long range dependence: finite sample properties and confidence intervals (2001)Analysis, Design, and Control of Queueing Systems (2002)Brownian models of multiclass queueing networks: Current status and open problems (1993)Queueing theory in manufacturing: A survey (1999)Stochastic Portfolio Theory (2002)Light tail asymptotics in multidimensional reflecting processes for queueing networks (2011)
this work references cited by second hop

References

  • 1996Stochastic Networks Theory and Applications343 cited
  • 1987Brownian models of open queueing networks with homogeneous customer populations ∗312 cited
  • 1987Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions236 cited
  • 1992Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis167 cited
  • 2011Reflecting Brownian Motion in Two Dimensions: Exact Asymptotics for the Stationary Distribution96 cited
  • 2009Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks72 cited
  • 2008Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution40 cited
  • 2001Explicit Solutions for Variational Problems in the Quadrant40 cited

Cited by

  • 2014Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps27 cited
  • 2012Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions18 cited
  • 2015A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process18 cited

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