Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching (Q5022278): Difference between revisions

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scientific article; zbMATH DE number 7458575

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English	Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching	scientific article; zbMATH DE number 7458575

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instance of

scholarly article

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title

Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching (English)

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author

Guodong Pang

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Yi Zheng

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Aristotle Arapostathis

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published in

Advances in Applied Probability

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publication date

18 January 2022

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full work available at URL

https://arxiv.org/abs/1909.05733

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zbMATH Keywords

Markov-modulated process

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birth-death process

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exponential ergodicity

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steady-state approximations

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fast regime switching

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MaRDI profile type

MaRDI publication profile

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cites work

A functional central limit theorem for a Markov-modulated infinite-server queue

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Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime

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Optimal Control of Markov-Modulated Multiclass Many-Server Queues

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On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime

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Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues

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Q4269108

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THE DEVIATION MATRIX OF A CONTINUOUS-TIME MARKOV CHAIN

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Many-server diffusion limits for \(G/Ph/n+GI\) queues

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Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions

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An infinite-server queue influenced by a semi-Markovian environment

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Diffusion models and steady-state approximations for exponentially ergodic Markovian queues

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Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues

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Generalized inverses and their application to applied probability problems

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Stability of Multi-Dimensional Birth-and-Death Processes with State-Dependent 0-Homogeneous Jumps

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Stability of regime-switching stochastic differential equations

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Stability of regime-switching diffusions

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Dynamic service rate control for a single-server queue with Markov-modulated arrivals

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Stability of stochastic differential equations with Markovian switching

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Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes

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Martingale proofs of many-server heavy-traffic limits for Markovian queues

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On the functional and local limit theorems for Markov modulated compound Poisson processes

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Stability and Recurrence of Regime-Switching Diffusion Processes

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Optimal Control of State-Dependent Service Rates in a MAP/M/1 Queue

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Stability of birth-and-death processes

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Markov-modulated PH/G/1 queueing systems

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Identifiers

zbMATH Open document ID

1483.60132

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5022278

@@ Property / DOI @@
-.1017/apr.2020.47
@@ Property / DOI: 10.1017/apr.2020.47 / rank @@
-Normal rank
@@ Property / arXiv ID @@
+.05733
@@ Property / arXiv ID: 1909.05733 / rank @@
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for a Markov-modulated infinite-server queue
+Normal rank
@@ Property / cites work @@
+Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
+Normal rank
@@ Property / cites work @@
+Optimal Control of Markov-Modulated Multiclass Many-Server Queues
+Normal rank
@@ Property / cites work @@
+On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime
+Normal rank
@@ Property / cites work @@
+Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+THE DEVIATION MATRIX OF A CONTINUOUS-TIME MARKOV CHAIN
+Normal rank
@@ Property / cites work @@
+Many-server diffusion limits for \(G/Ph/n+GI\) queues
+Normal rank
@@ Property / cites work @@
+Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
+Normal rank
@@ Property / cites work @@
+An infinite-server queue influenced by a semi-Markovian environment
+Normal rank
@@ Property / cites work @@
+Diffusion models and steady-state approximations for exponentially ergodic Markovian queues
+Normal rank
@@ Property / cites work @@
+Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
+Normal rank
@@ Property / cites work @@
+Generalized inverses and their application to applied probability problems
+Normal rank
@@ Property / cites work @@
+Stability of Multi-Dimensional Birth-and-Death Processes with State-Dependent 0-Homogeneous Jumps
+Normal rank
@@ Property / cites work @@
+Stability of regime-switching stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stability of regime-switching diffusions
@@ Property / cites work: Stability of regime-switching diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic service rate control for a single-server queue with Markov-modulated arrivals
+Normal rank
@@ Property / cites work @@
+Stability of stochastic differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
+Normal rank
@@ Property / cites work @@
+Martingale proofs of many-server heavy-traffic limits for Markovian queues
+Normal rank
@@ Property / cites work @@
+On the functional and local limit theorems for Markov modulated compound Poisson processes
+Normal rank
@@ Property / cites work @@
+Stability and Recurrence of Regime-Switching Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Optimal Control of State-Dependent Service Rates in a MAP/M/1 Queue
+Normal rank
@@ Property / cites work @@
+Stability of birth-and-death processes
@@ Property / cites work: Stability of birth-and-death processes / rank @@
+Normal rank
@@ Property / cites work @@
+Markov-modulated PH/G/1 queueing systems
@@ Property / cites work: Markov-modulated PH/G/1 queueing systems / rank @@
+Normal rank
@@ Property / DOI @@
+.1017/APR.2020.47
@@ Property / DOI: 10.1017/APR.2020.47 / rank @@
+Normal rank