5 papers · 1 filter
Exponential Ergodicity and Invariant Distribution of a Degenerate Reflected SDE with Stable Noise
Guodong Pang, Wei You
We study a two-dimensional degenerate stochastic differential equation with oblique reflection and spectrally positive strictly stable noise of index in , motivated by join-…
Sample Path Moderate Deviation Principle for Queues with Waiting-time Dependent Interarrival and Service Times
Chang Feng, John J. Hasenbein, Guodong Pang
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation princi…
Queueing models with random resetting
Dongzhou Huang, Guodong Pang, Izabella Stuhl +1
We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models under the first-come first-served (FCFS) discipline. The Markovian…
Ergodic Risk Sensitive Control of Markovian Multiclass Many-Server Queues with Abandonment
Sumith Reddy Anugu, Guodong Pang
We study the optimal scheduling problem for a Markovian multiclass queueing network with abandonment in the Halfin--Whitt regime, under the long run average (ergodic) risk sensitiv…
Unbiased approximation of the ergodic measure for piecewise -stable Ornstein-Uhlenbeck processes arising in queueing networks
Xinghu Jin, Guodong Pang, Yu Wang +1
Piecewise -stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Eule…