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Queueing Systems

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29-03-2019

Exponential ergodicity and convergence for generalized reflected Brownian motion

Author: Wenpin Tang

Published in: Queueing Systems | Issue 1-2/2019

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Abstract

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.

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Title: Exponential ergodicity and convergence for generalized reflected Brownian motion
Author: Wenpin Tang
Publication date: 29-03-2019
Publisher: Springer US
Published in: Queueing Systems / Issue 1-2/2019
Print ISSN: 0257-0130
Electronic ISSN: 1572-9443
DOI: https://doi.org/10.1007/s11134-019-09610-5

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