On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process
DOI10.1007/s11134-018-9591-0zbMath1466.60045OpenAlexW2897742256MaRDI QIDQ2326226
Publication date: 7 October 2019
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-018-9591-0
Ornstein-Uhlenbeck processqueueing theorytotal variation distancerate of convergence to equilibriumtwo-sided reflected Brownian motion
Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Large deviations (60F10) Foundations of stochastic processes (60G05)
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