Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications

DOI10.2307/3318715zbMath0948.60068OpenAlexW2050237999MaRDI QIDQ1301754

Roudolf Iasnogorodski, Sanjar Aspandiiarov

Publication date: 12 September 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1172617202

zbMATH Keywords

occupation timestationary measuresubmartingalesupermartingalereflected random walkrecurrent Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates ⋮ Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics ⋮ Rank-driven Markov processes ⋮ Reflecting random walks in curvilinear wedges

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