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Conjectures on tail asymptotics of the stationary distribution for a multidimensional SRBM

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If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Processes in Communication Sciences

(This is joint work with my student Masahiro Kobayashi) We conjecture the tail decay rates of the stationary distribution of a d-dimensional semimartingale reflecting Brownian motion, SRBM for short, provided it is stable. The conjectures are compatible with the existing results for the case of d=2 and the skew symmetric case for a general d.

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