On the rate of convergence to equilibrium for reflected Brownian motion
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DOI: 10.1007/s11134-018-9574-1
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- Ward Whitt, 2018. "A broad view of queueing theory through one issue," Queueing Systems: Theory and Applications, Springer, vol. 89(1), pages 3-14, June.
- Peter W. Glynn & Rob J. Wang, 2019. "On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein–Uhlenbeck process," Queueing Systems: Theory and Applications, Springer, vol. 91(1), pages 1-14, February.
- Stefan Steinerberger & Aleh Tsyvinski, 2020.
"On Vickrey's Income Averaging,"
Papers
2004.06289, arXiv.org.
- Stefan Steinerberger & Aleh Tsyvinski, 2020. "On Vickrey’s Income Averaging," NBER Working Papers 27024, National Bureau of Economic Research, Inc.
- Glynn, Peter W. & Wang, Rob J., 2023. "A heavy-traffic perspective on departure process variability," Stochastic Processes and their Applications, Elsevier, vol. 166(C).
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Keywords
Reflected Brownian motion; Queueing theory; Total variation distance; Rate of convergence to equilibrium; Large deviations; Steady-state simulation; Diffusion processes;All these keywords.
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