S. Gal, R.Y. Rubinstein, et al.
Mathematics and Computers in Simulation
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.
S. Gal, R.Y. Rubinstein, et al.
Mathematics and Computers in Simulation
Matthew A Grayson
Journal of Complexity
Christoph Berger, Marcel A. Kossel, et al.
SPIE Photonics Fabrication Europe 2002
Alan E. Rosenbluth, Gregg Gallatin, et al.
SPIE Optics + Photonics 2005