Browsing 2011 by Subject "Common quadratic Lyapunov function"
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Positive recurrence of piecewise Orntein-Uhlenbeck processes and common quadratic Lyapunov functions
[OWP-2011-26] (Mathematisches Forschungsinstitut Oberwolfach, 2011)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 processes exhibit different ...