Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach

DOI10.1007/s11134-019-09602-5zbMath1466.60142OpenAlexW2916355895MaRDI QIDQ2329627

Dmitrii Korshunov, Vitali Wachtel, Denis Denisov

Publication date: 18 October 2019

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-019-09602-5

zbMATH Keywords

harmonic functionqueuesMarkov chainstationary distributionexponential change of measurerenewal functiontransition kernel

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Large deviations (60F10) Harmonic, subharmonic, superharmonic functions on other spaces (31C05)

Cites Work

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• Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions
• Eigenvalues of Non-Negative Matrices
• Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain

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