71 citations · 210 across the 21 of their papers we have counts for
Showing 2011 · math.PRShow all
2 papers · 2 filters
math.PR2011★ 20 cited
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
A. B. Dieker, Xuefeng Gao
We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These…
math.PR2011★ 7 cited
Sensitivity analysis for diffusion processes constrained to an orthant
A. B. Dieker, X. Gao
This paper studies diffusion processes constrained to the positive orthant under infinitesimal changes in the drift. Our first main result states that any constrained function and…