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We study a particle moving in R
2 under a constant (external) force
and bouncing off a periodic array of convex domains (scatterers); the
latter must satisfy a standard ‘finite horizon’...
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...
THE WEIGHTED TRANSIENCE AND RECURRENCE OF MARKOV PROCESSES
$w$-recurrence $w$-transience last exit time right process
2007/12/10
Transience and recurrence are among the most important concepts in Markov processes. In this paper, we study the transience and recurrence for right processes with a given weight function, and charact...