Exponential Ergodicity and Invariant Distribution of a Degenerate Reflected SDE with Stable Noise
We study a two-dimensional degenerate stochastic differential equation with oblique reflection and spectrally positive strictly stable noise of index in $(1,2)$, motivated by join-the-shortest-queue systems with heavy-tailed interarrival times. A polynomial-exponential Lyapunov function and fixed-time minorization establish positive Harris recurrence and exponential ergodicity in weighted total variation. We construct the invariant law from a stable path and prove its absolute continuity. Regulator identities describe stationary dependence and recover the joint Laplace transform from the queue marginal. Idleness inherits the classical stable Ornstein-Uhlenbeck tail; the queue has a sharp exponential tail with a polynomial prefactor whose power is half the stable index and a positive constant represented through regeneration. Conditional on small idleness, idleness divided by the conditioning threshold and the queue converge to independent beta and size-biased limits. Under large-queue conditioning, normalized idleness and queue excess converge to independent Mittag-Leffler and exponential limits.
Authors
- Guodong Pang (ORCID: https://orcid.org/0000-0001-6468-0429)
- Wei You
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-10-29
- DOI
- https://doi.org/10.48550/arxiv.2610.39471
- Primary Topic
- Advanced Queuing Theory Analysis
- Type
- preprint