Moments for stationary Markov chains with asymptotically zero drift

DOI10.1134/S0037446611040100zbMath1230.60075MaRDI QIDQ642081

Dmitrii Korshunov

Publication date: 25 October 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

heavy-tailed distributionpower momentsinvariant distributionstationary Markov chainasymptotically zero driftWeibull-type moments, test (Lyapunov) functions

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics

Cites Work

• Criteria for the recurrence or transience of stochastic process. I
• Comparison theorems and ergodic properties of polling systems.
• Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter
• Markov processes with asymptotically zero drifts
• Transition phenomena for real-valued Markov chains
• On the Characteristics of the General Queueing Process, with Applications to Random Walk
• The existence of moments for stationary Markov chains
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