Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method (Q1085934)

The authors propose a convenient method of estimating the mean \(\int V(x)\pi (dx)\) of a (moment) function V relative to the stationary distribution \(\pi\) of a Markov chain (with general phase space), based on the method of trial functions. The effectiveness of the method is demonstrated using a specific example; bounds are obtained for the average stationary queue length for a queueing system with feedback.