Citations: Gurvich, Itai. 2014. Diffusion models and steady-state approximations for exponentially ergodic Markovian queues. Annals of Applied Probability. (6)2527-2559.
We study ergodic properties of a class of Markov-modulated general birth–death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled ...
Citations: Braverman, Anton, Jim Dai, Jiekun Feng. 2016. Stein's method for steady-state diffusion approximations: An introduction through the Erlang-A and Erlang-C models. Stochastic Systems.
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