Unbiased approximation of the ergodic measure for piecewise $\hat{I}\pm$-stable Ornstein-Uhlenbeck processes arising in queueing networks

Xinghu Jin, Guodong Pang, Yu Wang +1

Piecewise $\hat{I}\pm$-stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Eul…