Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
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Publication:363842
DOI10.1214/12-AAP870zbMath1273.60108arXiv1107.2873MaRDI QIDQ363842
Publication date: 5 September 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.2873
stabilityLyapunov functionmulti-server queuesphase-type distributioncustomer abandonmentHalfin-Whitt regimecommon quadratic Lyapunov functionpiecewise OU process
Queueing theory (aspects of probability theory) (60K25) Stochastic stability in control theory (93E15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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