Rates of Convergence to Stationarity for Reflected Brownian Motion
Published Online:14 Apr 2020https://doi.org/10.1287/moor.2019.1006
References
- [1] (2015) On patient flow in hospitals: A data-based queueing-science perspective. Stochastic Systems 5(1):146–194.Link, Google Scholar
- [2] (2015) Steady-state simulation of reflected Brownian motion and related stochastic networks. Ann. Appl. Probab. 25(6):3209–3250.Crossref, Google Scholar
- [3] (2019) Perfect sampling of generalized Jackson networks. Math. Oper. Res. 44(2):693–714.Link, Google Scholar
- [4] (2018) Efficient steady-state simulation of reflected Brownian motion. Working paper, Stanford University, Stanford, CA.Google Scholar
- [5] (2007) Long time asymptotics for constrained diffusions in polyhedral domains. Stochastic Process. Appl. 117(8):1014–1036.Crossref, Google Scholar
- [6] (2009) Stationary distribution convergence for generalized Jackson networks in heavy traffic. Math. Oper. Res. 34(1):45–56.Link, Google Scholar
- [7] (2001) Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization (Springer, New York).Crossref, Google Scholar
- [8] (2010) Modeling a hospital queueing network. Boucherie R, van Dijk N, eds. Queueing Networks, International Series in Operations Research & Management Science, vol. 154 (Springer, Boston), 767–798.Google Scholar
- [9] (1968) An Introduction to Probability Theory and Its Applications (John Wiley & Sons, New York).Google Scholar
- [10] (2006) Validity of heavy traffic steady-state approximations in generalized Jackson networks. Ann. Appl. Probab. 16(1):56–90.Crossref, Google Scholar
- [11] (1981) Reflected Brownian motion on an orthant. Ann. Appl. Probab. 9(2):302–308.Crossref, Google Scholar
- [12] (1987) Brownian models of open queueing networks with homogeneous customer populations. Stochastics 22(2):77–115.Crossref, Google Scholar
- [13] (1992) Brownian models of feedforward queueing networks: Quasireversibilty and product form solutions. Ann. Appl. Probab. 2(2):263–293.Crossref, Google Scholar
- [14] (1996) Stability and nonproduct form of stochastic fluid networks with Levy inputs. Ann. Appl. Probab. 6(1):186–199.Crossref, Google Scholar
- [15] (2012) Asymptotic irrelevance of initial conditions for Skorokhod refection mapping on the nonnegative orthant. Math. Oper. Res. 37(2):301–312.Link, Google Scholar
- [16] (1996) Stability and structural properties of stochastic storage networks. J. Appl. Probab. 33(4):1169–1180.Crossref, Google Scholar
- [17] (2017) Reflected Brownian motion in a convex polyhedral cone: Tail estimates for the stationary distribution. J. Theoret. Probab. 30(3):1200–1223.Crossref, Google Scholar

