Uniform acceleration expansions for Markov chains with time-varying rates
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Publication:1296718
DOI10.1214/AOAP/1028903375zbMATH Open0937.60066OpenAlexW2007560378MaRDI QIDQ1296718FDOQ1296718
Authors: William A. Massey, Ward Whitt 
Publication date: 7 June 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1028903375
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Markov chainasymptotic expansionPoisson's equationbirth-death modelpointwise stationary approximation
Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05)
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Cited In (31)
- On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs
- Estimation of non-monotonic transition rates in a semi-Markov process with covariates adjustments and application to caregivers' stress data
- Asymptotic properties of solutions of parabolic equations arising from transient diffusions
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- Time-Varying Robust Queueing
- Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
- Subdiffusive Load Balancing in Time-Varying Queueing Systems
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- Weak convergence of Markov-modulated random sequences
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- Transient error approximation in a Lévy queue
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- Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems
- Discrete-time Markov chains with two-time scales and a countable state space: limit results and queueing applications
- Technical Note—Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates
- Feynman–Kac formulas for regime-switching jump diffusions and their applications
- Singularly perturbed Markov chains: limit results and applications
- The Error in Steady-State Approximations for the Time-Dependent Waiting Time Distribution
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- On finite capacity queues with time dependent arrival rates
- Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions
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