Satoshi Hada
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
We investigate the performance of a production system with correlated demand through diffusion approximation. The key performance metric under consideration is the extreme points that this system can reach. This problem is mapped to a problem of characterizing the joint probability density of a two-dimensional Brownian motion and its coordinate running maximum. To achieve this goal, we obtain the stationary distribution of a reflected Brownian motion within the positive quarter-plane, which is of independent interest, through investigating a solution of an extended Helmhotz equation. © 2012 Yingdong Lu.
Satoshi Hada
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Timothy J. Wiltshire, Joseph P. Kirk, et al.
SPIE Advanced Lithography 1998
Y.Y. Li, K.S. Leung, et al.
J Combin Optim
William Hinsberg, Joy Cheng, et al.
SPIE Advanced Lithography 2010