Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM
نویسندگان
چکیده
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 .
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عنوان ژورنال:
- Queueing Syst.
دوره 68 شماره
صفحات -
تاریخ انتشار 2011