Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications (Q1301754)

Let \(\{Z_n\), \(n\geq 0\}\) be an aperiodic irreducible recurrent (not necessarily positive recurrent) Markov chain taking values on a countable unbounded subset \(S\) of \(\mathbb{R}^d\), \(\pi(\cdot)\) its invariant measure and \(f\) be a nonnegative function defined on \(S\). The authors find sufficient conditions under which \(\int_S f(z) \pi(dz)= \infty\), and obtain lower and upper bounds for the values of the invariant measure \(\pi\) on the subsets \(B\) of \(S\). These bounds are expressed in terms of first passage probabilities and the first exit time from \(B\).