Conjectures on tail asymptotics of the stationary distribution for a multidimensional SRBM
Seminar Room 1, Newton Institute
Abstract(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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