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 diffusion processes ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 30, No. 2 (1981), pp. 116-124 (9 pages) This paper develops a maximum likelihood method for estimating a piecewise ...
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