160 citations
Showing 2003Show all
2 papers · 1 filter
math.PR2003★ 160 cited
The Brownian web: Characterization and convergence
L. R. G. Fontes, M. Isopi, C. M. Newman +1
The Brownian web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in R\timesR. We ext…
math.AP2003
Geometrical Optics Approach to Markov-Modulated Fluid Models
Diego Dominici, Charles Knessl
We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "…