{"43054":{"#nid":"43054","#data":{"type":"event","title":"On the stationary measure of a reflected Brownian motion in a wedge","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E On the stationary measure of a reflected Brownian motion in a wedge: some explicit results\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. Ton Dieker\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\n\u003C\/p\u003E\n\u003Cp\u003EMulti-dimensional reflected Brownian motion is a Markov process which plays an important role in applications. It is particularly widely used to approximate the behavior of heavily loaded queueing networks. Of special interest is the long-term behavior of the process, i.e., its stationary distribution.\n\u003C\/p\u003E\n\u003Cp\u003EAlthough the stationary distribution of one-dimensional reflected Brownian motion with drift is exponential, in a multidimensional setting this is only true under a so-called skew symmetry condition on the reflection directions.\n\u003C\/p\u003E\n\u003Cp\u003ENot much is known on the stationary measure (or its density) when the skew symmetry condition fails to hold. For special multidimensional reflected Brownian motions, an intriguingly simple formula arises from connections with the reflection principle. In this formula, the stationary density is represented as a finite sum of exponential terms.\n\u003C\/p\u003E\n\u003Cp\u003EThis talk reports an attempt to marry this formula with the literature on two-dimensional reflected Brownian motion in a wedge.\n\u003C\/p\u003E\n\u003Cp\u003EJoint work with J. Moriarty, University of Manchester, UK.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"On the stationary measure of a reflected Brownian motion in a wedge","format":"limited_html"}],"field_summary_sentence":[{"value":"On the stationary measure of a reflected Brownian motion in a wedge"}],"uid":"27187","created_gmt":"2009-10-12 20:36:55","changed_gmt":"2016-10-08 01:47:21","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2009-01-29T13:00:00-05:00","event_time_end":"2009-01-29T14:00:00-05:00","event_time_end_last":"2009-01-29T14:00:00-05:00","gmt_time_start":"2009-01-29 18:00:00","gmt_time_end":"2009-01-29 19:00:00","gmt_time_end_last":"2009-01-29 19:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"5469","name":"Brownian"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EAnita  Race\u003C\/strong\u003E\u003Cbr \/\u003EH. Milton Stewart School of Industrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=ar9\u0022\u003EContact Anita  Race\u003C\/a\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}