Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842): Difference between revisions

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Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
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    Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (English)
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    5 September 2013
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    stability
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    common quadratic Lyapunov function
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    Lyapunov function
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    piecewise OU process
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    multi-server queues
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    customer abandonment
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    Halfin-Whitt regime
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    phase-type distribution
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