Imran Nasim, Michael E. Henderson
Mathematics
We investigate the performance of a production system with correlated demand through diffusion approximation. The key performance metric under consideration is the extreme points that this system can reach. This problem is mapped to a problem of characterizing the joint probability density of a two-dimensional Brownian motion and its coordinate running maximum. To achieve this goal, we obtain the stationary distribution of a reflected Brownian motion within the positive quarter-plane, which is of independent interest, through investigating a solution of an extended Helmhotz equation. © 2012 Yingdong Lu.
Imran Nasim, Michael E. Henderson
Mathematics
Harpreet S. Sawhney
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SPIE Photomask Technology + EUV Lithography 2009
M. Tismenetsky
International Journal of Computer Mathematics