Skorokhod reflection map on the half-line

ID: skorokhod-reflection-map-on-the-half-line

For a continuous driving path with , the running supremum supplies the minimal nondecreasing regulator keeping the path nonnegative. It increases only at a new negative running minimum, where the reflected path is zero. Any regulator satisfying the Skorokhod problem constraints must coincide with it. On a finite time interval, , so the map is continuous and transfers a functional central limit theorem to reflected workloads.

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