Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues
Several queueing systems in heavy traffic regimes are shown to admit a diffusive approximation in terms of the Reflected Brownian Motion. The latter is defined by solving the Skorokhod reflection problem on the trajectories of a standard Brownian motion. In recent years, fractional queueing systems...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-03-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/14/3/615 |