Treffer: REFLECTED BROWNIAN MOTION IN AN ORTHANT: NUMERICAL METHODS FOR STEADY-STATE ANALYSIS.
Title:
REFLECTED BROWNIAN MOTION IN AN ORTHANT: NUMERICAL METHODS FOR STEADY-STATE ANALYSIS.
Authors:
Source:
Annals of Applied Probability. Feb92, Vol. 2 Issue 1, p65. 22p. 2 Diagrams, 7 Charts.
Subject Terms:
Database:
Business Source Premier
Weitere Informationen
Considers a class of multidimensional diffusion processes, known as reflected Brownian motions or regulated Brownian motions (RBM), that arise as approximate models of queuing networks. Algorithm for numerical analysis of a semimartingale RBM; Approximate two-moment analysis of open queuing networks.