Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics (Q2447699): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2163430306 / rank | |||
Normal rank | |||
Revision as of 00:44, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics |
scientific article |
Statements
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics (English)
0 references
28 April 2014
0 references
Markov chain
0 references
invariant distribution
0 references
Lamperti problem
0 references
asymptotically zero drift
0 references
test (Lyapunov) function
0 references
regularly varying tail behaviour
0 references
convergence to \(\varGamma\)-distribution
0 references
renewal function
0 references
harmonic function
0 references
non-exponential change of measure
0 references
martingale technique
0 references
