Diffusion Approximation for Random Walk Reflected Away from Boundary

We investigate the asymptotic behavior of reflected random walks. Diffusion approximations will be our major technical methodology. We demonstrate that under mild conditions, the reflected random walks can be approximated by a Bessel process; the limit process will be further studied through applications in a queueing system.

By: Yingdong Lu

Published in: RC22866 in 2003


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