Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60K25 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J70 / rank | |||
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| Property / zbMATH DE Number: 6205793 / rank | |||
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stability | |||
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common quadratic Lyapunov function | |||
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Lyapunov function | |||
| Property / zbMATH Keywords: Lyapunov function / rank | |||
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piecewise OU process | |||
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multi-server queues | |||
| Property / zbMATH Keywords: multi-server queues / rank | |||
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customer abandonment | |||
| Property / zbMATH Keywords: customer abandonment / rank | |||
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Halfin-Whitt regime | |||
| Property / zbMATH Keywords: Halfin-Whitt regime / rank | |||
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phase-type distribution | |||
| Property / zbMATH Keywords: phase-type distribution / rank | |||
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Revision as of 12:13, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions |
scientific article |
Statements
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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