Campuses:

multidimensional piecewise Ornstein-Uhlenbeck processes with jumps

Thursday, May 17, 2018 - 9:00am - 9:50am
Aristotle Arapostathis (The University of Texas at Austin)
This talk has two parts. In the first part, we present a comprehensive study of the 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 heavy-tailed arrivals and/or asymptotically negligible service interruptions in the Halfin-Whitt regime as special cases.
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