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

DOI10.1017/APR.2020.47zbMath1483.60132arXiv1909.05733OpenAlexW3136208472WikidataQ114119656 ScholiaQ114119656MaRDI QIDQ5022278

Yi Zheng, Guodong Pang, Aristotle Arapostathis

Publication date: 18 January 2022

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.05733

zbMATH Keywords

birth-death processMarkov-modulated processexponential ergodicitysteady-state approximationsfast regime switching

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Stochastic scheduling theory in operations research (90B36) Traffic problems in operations research (90B20) Functional limit theorems; invariance principles (60F17)

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