Analysis of a Brownian particle moving in a time-dependent drift field

Asymptotic Analysis

Volumn 27, Issue 3-4, 2001, Pages 281-319

  Knessl, Charles ^a   Yang, Yongzhi ^b  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b UNIVERSITY OF ST THOMAS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035446679     PISSN: 09217134     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (8)

1. M. Abramowitz and I.A. Stegun, Handbook of Mathematical Functions, Dover, New York, 1972.
2. N. Bleistein and R.A. Handelsman, Asymptotic Expansions of Integrals, Dover, New York, 1986.
3. J.B. Keller, Rays, waves and asymptotics, Bull. Amer. Math. Soc. 84 (1978), 729-750.
4. J.B. Keller, Time-dependent queues, SIAM Rev. 24 (1982), 401-412.
5. C. Knessl, Exact and asymptotic solutions to a PDE that arises in time-dependent queues, Adv. in Appl. Probab. 32 (2000), 256-283.
6. C. Knessl, On two-dimensional convection-diffusion past a circle, SIAM J. Appl. Math., to appear.
7. G.F. Newell, Queues with time-dependent arrival rates I: the transition through saturation, J. Appl. Probab. 5 (1968), 436-451.
8. Y. Yang and C. Knessl, Asymptotic analysis of the M/G/1 queue with a time-dependent arrival rate, Queueing Systems 26 (1997), 23-68.