Oct 9, 2011 · The SRBM data can equivalently be specified by three geometric objects, an ellipse and two lines, in the two-dimensional Euclidean space. First, ...
Stationary distribution of a two-dimensional SRBM: geometric ...
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Jan 29, 2013 · The SRBM data can equivalently be specified by three geometric objects, an ellipse and two lines, in the two-dimensional Euclidean space. First, ...
We present three sets of results for the stationary distribution of a two-dimensional semimartingale reflecting Brownian motion (SRBM) that lives in the ...
The SRBM data can equivalently be specified by three geometric objects, an ellipse and two lines, in the two-dimensional Euclidean space. First, we revisit the ...
The results provide a geometric interpretation for the value function of the VP and allow one to see geometrically when one edge of the quadrant has ...
We present a geometric interpretation of a product form stationary distribution for a $d$-dimensional semimartingale reflecting Brownian motion (SRBM) that ...
The SRBM data can equivalently be specified by three geometric objects, an ellipse and two lines, in the two-dimensional Euclidean space. First, we revisit the ...
We present three sets of results for the stationary distribution of a two-dimensional semimartingale reflecting Brownian motion (SRBM) that lives in the ...
Stationary Distribution of a Two-Dimensional SRBM: Geometric Views and Boundary Measures by J. G. Dai, Masakiyo Miyazawa published in Queueing Systems.
We present three sets of results for the stationary distribution of a two-dimensional semimartingale reflecting Brownian motion (SRBM) that lives in the...