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: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.05733
birth-death processMarkov-modulated processexponential ergodicitysteady-state approximationsfast regime switching
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)
Cites Work
- Unnamed Item
- A functional central limit theorem for a Markov-modulated infinite-server queue
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues
- Markov-modulated PH/G/1 queueing systems
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
- Martingale proofs of many-server heavy-traffic limits for Markovian queues
- An infinite-server queue influenced by a semi-Markovian environment
- Generalized inverses and their application to applied probability problems
- Stability of birth-and-death processes
- Stability of stochastic differential equations with Markovian switching
- On the functional and local limit theorems for Markov modulated compound Poisson processes
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Stability of regime-switching stochastic differential equations
- Many-server diffusion limits for \(G/Ph/n+GI\) queues
- Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
- Stability of regime-switching diffusions
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Optimal Control of State-Dependent Service Rates in a MAP/M/1 Queue
- Dynamic service rate control for a single-server queue with Markov-modulated arrivals
- THE DEVIATION MATRIX OF A CONTINUOUS-TIME MARKOV CHAIN
- On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime
- Optimal Control of Markov-Modulated Multiclass Many-Server Queues
- Stability and Recurrence of Regime-Switching Diffusion Processes
- Stability of Multi-Dimensional Birth-and-Death Processes with State-Dependent 0-Homogeneous Jumps
This page was built for publication: Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching