Dec 6, 2013 · We present a geometric interpretation of a product form stationary distribution for a d-dimensional semimartingale reflecting Brownian motion ( ...
Jun 13, 2014 · Using these geometric objects, we establish necessary and sufficient conditions for characterizing product form stationary distribution. The key ...
This work develops an algorithm and provides an approximation scheme to obtain error bounds for the performance measures of homogeneous random walks in the ...
Dec 5, 2013 · Abstract. We present a geometric interpretation of a product form stationary distribution for a d-dimensional semimartingale reflecting ...
Abstract: We present a geometric interpretation of a product form stationary distribution for a $$d$$ -dimensional semimartingale reflecting Brownian motion ...
We present a geometric interpretation of a product form stationary distribution for a $$d$$ -dimensional semimartingale reflecting Brownian motion (SRBM) ...
A multi-dimensional SRBM: geometric views of its product form stationary distribution. We present a geometric interpretation of a product form stationary ...
Decomposable stationary distribution of a multidimensional SRBM
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We focus on the stationary distribution of a multidimensional semimartingale reflecting Brownian motion (SRBM) on a nonnegative orthant.
We next give a geometric condition for the SRBM to have a product form stationary distribution. We finally present exact tail asymptotics of two boundary ...
We present a geometric interpretation of a product form stationary distribution for a $d$-dimensional semimartingale reflecting Brownian motion (SRBM) that ...