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20042023
most citedTail asymptotics of the stationary distribution of a two dimensional reflecting random walk with unbounded upward jumps

33 citations · 73 across the 23 of their papers we have counts for

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math.PR2011★ 4 cited

Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures

Jim G. Dai, Masakiyo Miyazawa

We present three sets of results for the stationary distribution of a two-dimensional semimartingale reflecting Brownian motion (SRBM) that lives in the nonnegative quadrant. The S…