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Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM.
- Source :
-
Queueing Systems . Aug2011, Vol. 68 Issue 3/4, p251-260. 10p. - Publication Year :
- 2011
-
Abstract
- We are concerned with the stationary distribution of a d-dimensional semimartingale reflecting Brownian motion on a nonnegative orthant, provided it is stable, and conjecture about the tail decay rate of its marginal distribution in an arbitrary direction. Due to recent studies, the conjecture is true for d=2. We show its validity for the skew symmetric case for a general d. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02570130
- Volume :
- 68
- Issue :
- 3/4
- Database :
- Academic Search Index
- Journal :
- Queueing Systems
- Publication Type :
- Academic Journal
- Accession number :
- 64896020
- Full Text :
- https://doi.org/10.1007/s11134-011-9251-0