| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153455 | Statistics & Probability Letters | 2009 | 5 Pages |
Abstract
In this paper, we develop a one-sided reflected Ornstein–Uhlenbeck process proposed by Ward and Glynn [Ward, A., Glynn, P., 2003. A diffusion approximation for Markovian queue with reneging. Queueing Systems 43, 103–128] and explore the reflected process with two-sided barriers. Consequently the stationary distribution of the process is derived by Markovian infinitesimal generator argument.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Lidong Zhang, Chunmei Jiang,