Pregled bibliografske jedinice broj: 1102978
Ergodicity of piecewise Ornstein-Uhlenbeck processes with jumps
Ergodicity of piecewise Ornstein-Uhlenbeck processes with jumps // 9th International Conference on Stochastic Analysis and Its Applications
Bielefeld, Njemačka, 2018. str. 34-35 (predavanje, nije recenziran, neobjavljeni rad, znanstveni)
CROSBI ID: 1102978 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Ergodicity of piecewise Ornstein-Uhlenbeck processes with jumps
Autori
Arapostathis, Ari ; Pang, Guodong ; Sandrić, Nikola
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, neobjavljeni rad, znanstveni
Skup
9th International Conference on Stochastic Analysis and Its Applications
Mjesto i datum
Bielefeld, Njemačka, 03.09.2018. - 07.09.2018
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Nije recenziran
Ključne riječi
Multidimensional piecewise Ornstein–Uhlenbeck processes with jumps ; pure-jump Lévy process ; (an)isotropic Lévy process ; (sub)exponential ergodicity ; multiclass manyserver queues ; Halfin–Whitt regime ; heavy-tailed arrivals ; service interruptions
Sažetak
In this talk, we discuss ergodic properties of a class of multidimensional piecewise Ornstein–Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavytailed arrivals and/or asymptotically negligible service interruptions in the Halfin–Whitt regime as special cases.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-UIP-2017-05-8958 - Stohastička stabilnost i teorija potencijala Markovljevih procesa (SSPTMP) (Sandrić, Nikola, HRZZ - 2017-05) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Nikola Sandrić
(autor)
