Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Exact Simulation of Non-stationary Reflected Brownian Motion   This paper develops the first method for the exact simulation of reflected
Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The
running time of generating exact samples of non-stationary RBM at any time $t$
is uniformly bounded by $\mathcal{O}(1/\bar\gamma^2)$ where $\bar\gamma$ is the
average drift of the process. The method can be used as a guide for planning
simulations of complex queueing systems with non-stationary arrival rates
and/or service time.

26
The categories of this paper are: bayes-an
9
The categories of this paper are: nlin
37
The categories of this paper are: supr-con
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
32
The categories of this paper are: atom-ph
28
The categories of this paper are: alg-geom
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
25
The categories of this paper are: patt-sol
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
22
The categories of this paper are: chao-dyn
14
The categories of this paper are: math-ph
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg