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
stability; Lyapunov function; multi-server queues; phase-type distribution; customer abandonment; Halfin-Whitt regime; common quadratic Lyapunov function; piecewise OU process
60K25: Queueing theory (aspects of probability theory)
93E15: Stochastic stability in control theory
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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