Positive recurrence of reflecting Brownian motion in three dimensions

Keyphrases

• High Dimension 100%
• Condition for Stability 100%
• Positive Recurrent 100%
• Positive Recurrence 100%
• Reflected Brownian Motion 100%
• Semimartingale Reflecting Brownian Motion 100%
• State Space 50%
• Opers 50%
• Fluid-filled 50%
• Covariance Matrix 50%
• Expected Time 50%
• R-matrix 50%
• Reflection Matrix 50%
• Orthants 50%
• Starting State 50%
• Fluid Model 50%
• Associating Fluids 50%
• Computational Tasks 50%
• Positive Stable 50%
• Drift Vector 50%
• Boundary Behavior 50%
• Open Neighborhood 50%
• Recurrence Classification 50%

Mathematics

• Three-Dimension 100%
• Brownian Motion 100%
• Necessary and Sufficient Condition 50%
• Positive Recurrent 50%
• Higher Dimensions 50%
• Stochastics 50%
• Matrix 25%
• Covariance Matrix 25%
• 2-Condition 25%
• Open Neighbourhood 25%