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University of Illinois at Urbana-Champaign
Strong convergence to diffusion processes with application to queueing theory
Abstract
dc:descriptionWe show the almost sure uniform pathwise convergence of birth and death processes and random walks to Brownian motion with drift and sticky Brownian motion. We thus provide constructive definitions of such diffusions. In the first case we give a queueing application and in the latter case we provide the transition distribution of the sticky Brownian motion along with its local variations at zero and a law of the iterated logarithm.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Mathematics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2011
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Amir, Abdelmadjid
- Contributors dc:contributor
-
- Philipp, Walter
Subjects
dc:subject × 2Rights
dc:rights- Statement dc:rights
-
- Copyright 1990 Amir, Abdelmadjid
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
-
AAI9114161
(UMI)AAI9114161 - OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/19184