报告题目【Ergodicity of piecewise Ornstein-Uhlenbeck processes with jumps】
时间：2019年05月27日(星期一)15:00
地点：旗山校区理工北楼601报告厅
主讲：萨格勒布大学副教授，Nikola Sandric
主办：数学与信息学院
参加对象：感兴趣的学生和老师
报告人简介：Nikola Sandric is an Associate Professor at the Department of Mathematics, University of Zagreb, Croatia. He obtained his PhD in 2012 at the same university. In the period from 2014 to 2016 he was a Marie Curie - MSE of the Republic of Croatia Fellow at TU Dresden, Germany. His research interests are in the areas of probability theory and theory of stochastic processes and their applications.
报告摘要：In this talk, I will discuss ergodic properties of a class of piecewise Ornstein-Uhlenbeck processes with jumps, which contains the processes arising in multiclass many-server queueing models with heavy-tailed arrivals and/or asymptotically negligible service interruptions in the Halfin-Whitt regime as special cases. I will present conditions on the parameters in the drift, the Levy measure and/or covariance function which result in (sub)exponential ergodicity. Moreover, I will show that these assumptions, as well as the obtained quantitative rates of convergence, are sharp.