{"id":"https://openalex.org/W2897742256","doi":"https://doi.org/10.1007/s11134-018-9591-0","title":"On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein\u2013Uhlenbeck process","display_name":"On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein\u2013Uhlenbeck process","publication_year":2018,"publication_date":"2018-10-22","ids":{"openalex":"https://openalex.org/W2897742256","doi":"https://doi.org/10.1007/s11134-018-9591-0","mag":"2897742256"},"language":"en","primary_location":{"id":"doi:10.1007/s11134-018-9591-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11134-018-9591-0","pdf_url":null,"source":{"id":"https://openalex.org/S148503350","display_name":"Queueing Systems","issn_l":"0257-0130","issn":["0257-0130","1572-9443"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Queueing Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019114258","display_name":"Peter W. Glynn","orcid":"https://orcid.org/0000-0003-1370-6638"},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Peter W. Glynn","raw_affiliation_strings":["Department of Management Science and Engineering, Stanford University, 475 Via Ortega, Stanford, CA, 94305, USA"],"affiliations":[{"raw_affiliation_string":"Department of Management Science and Engineering, Stanford University, 475 Via Ortega, Stanford, CA, 94305, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5046176250","display_name":"Rob J. Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Rob J. Wang","raw_affiliation_strings":["Department of Management Science and Engineering, Stanford University, 475 Via Ortega, Stanford, CA, 94305, USA"],"affiliations":[{"raw_affiliation_string":"Department of Management Science and Engineering, Stanford University, 475 Via Ortega, Stanford, CA, 94305, USA","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5019114258"],"corresponding_institution_ids":["https://openalex.org/I97018004"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.4873,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.68788927,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"91","issue":"1-2","first_page":"1","last_page":"14"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ornstein\u2013uhlenbeck-process","display_name":"Ornstein\u2013Uhlenbeck process","score":0.6888341903686523},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.6323557496070862},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5910247564315796},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5857524871826172},{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.5728793740272522},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.5597871541976929},{"id":"https://openalex.org/keywords/heavy-traffic-approximation","display_name":"Heavy traffic approximation","score":0.5539867281913757},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5441412329673767},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.520525336265564},{"id":"https://openalex.org/keywords/reflected-brownian-motion","display_name":"Reflected Brownian motion","score":0.42814233899116516},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.40493640303611755},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.39644622802734375},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.39461416006088257},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.37203121185302734},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.25289613008499146},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1420108675956726},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.09922337532043457},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08430597186088562}],"concepts":[{"id":"https://openalex.org/C31634936","wikidata":"https://www.wikidata.org/wiki/Q1757587","display_name":"Ornstein\u2013Uhlenbeck process","level":3,"score":0.6888341903686523},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.6323557496070862},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5910247564315796},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5857524871826172},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.5728793740272522},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.5597871541976929},{"id":"https://openalex.org/C193290586","wikidata":"https://www.wikidata.org/wiki/Q17022030","display_name":"Heavy traffic approximation","level":2,"score":0.5539867281913757},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5441412329673767},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.520525336265564},{"id":"https://openalex.org/C116779161","wikidata":"https://www.wikidata.org/wiki/Q7307228","display_name":"Reflected Brownian motion","level":5,"score":0.42814233899116516},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.40493640303611755},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.39644622802734375},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.39461416006088257},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.37203121185302734},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.25289613008499146},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1420108675956726},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.09922337532043457},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08430597186088562},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11134-018-9591-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11134-018-9591-0","pdf_url":null,"source":{"id":"https://openalex.org/S148503350","display_name":"Queueing Systems","issn_l":"0257-0130","issn":["0257-0130","1572-9443"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Queueing Systems","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:queues:v:91:y:2019:i:1:d:10.1007_s11134-018-9591-0","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s11134-018-9591-0","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W561749035","https://openalex.org/W1582706191","https://openalex.org/W1591710988","https://openalex.org/W1972309199","https://openalex.org/W1974340500","https://openalex.org/W1979036102","https://openalex.org/W1983488276","https://openalex.org/W1995713768","https://openalex.org/W2017906978","https://openalex.org/W2048329553","https://openalex.org/W2092777963","https://openalex.org/W2103226217","https://openalex.org/W2142623799","https://openalex.org/W2294106864","https://openalex.org/W2321517627","https://openalex.org/W2478641305","https://openalex.org/W2791804925","https://openalex.org/W2951211996","https://openalex.org/W2956412360","https://openalex.org/W4251894810","https://openalex.org/W4252302949","https://openalex.org/W4302617909","https://openalex.org/W6632564132"],"related_works":["https://openalex.org/W4386755294","https://openalex.org/W2376679079","https://openalex.org/W4243887497","https://openalex.org/W4235302815","https://openalex.org/W2090226811","https://openalex.org/W2015493381","https://openalex.org/W1535422765","https://openalex.org/W1874491647","https://openalex.org/W4252969574","https://openalex.org/W643881911"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}