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Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
stability common quadratic Lyapunov function Lyapunov function piecewise OU process multi-server queues customer abandonment
2011/9/8
Abstract: We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These diffusion...
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood.We provide conditions under which the pertur...
Positive Lyapunov exponent by a random perturbation
Lyapunov exponent random perturbation
2010/12/28
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood.We provide conditions under which the pertur...