Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues

DOI10.1214/18-AAP1430zbMath1445.60059arXiv1707.09674OpenAlexW3102830730MaRDI QIDQ1737963

Guodong Pang, Nikola Sandrić, Aristotle Arapostathis

Publication date: 24 April 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.09674

zbMATH Keywords

service interruptionsHalfin-Whitt regime(an)isotropic Lévy process(sub)exponential ergodicityheavy-tailed arrivalsmulticlass many-server queuesmultidimensional piecewise Ornstein-Uhlenbeck processes with jumpspure-jump Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Queueing theory (aspects of probability theory) (60K25) Sample path properties (60G17) Jump processes on discrete state spaces (60J74)

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