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Exponential ergodicity and convergence for generalized reflected Brownian motion
Queueing Systems ( IF 0.7 ) Pub Date : 2019-03-29 , DOI: 10.1007/s11134-019-09610-5
Wenpin Tang

In this paper, we provide convergence analysis for a class of Brownian queues in tandem by establishing an exponential drift condition. A consequence is uniform exponential ergodicity for these multidimensional diffusions, including the O’Connell–Yor process. A list of open problems is also presented.

中文翻译:

广义反射布朗运动的指数遍历性和收敛性

在本文中,我们通过建立指数漂移条件对一类串联的布朗队列进行收敛分析。结果是这些多维扩散的均匀指数遍历性,包括 O'Connell-Yor 过程。还提供了未解决问题的列表。
更新日期:2019-03-29
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