Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM

被引：0

作者：

Masakiyo Miyazawa

Masahiro Kobayashi

机构：

[1] Tokyo University of Science,

来源：

Queueing Systems | 2011年 / 68卷

关键词：

Queueing network; Semi-martingale reflecting Brownian motion; Stationary distribution; Tail asymptotic; Tail decay rate; Stationary inequality; Multidimensional moment generating function; 60J65; 60F10; 90B15; 60K25;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：251 / 260

页数：9

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