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