Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics (Q2447699)
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scientific article; zbMATH DE number 6289524
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| English | Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics |
scientific article; zbMATH DE number 6289524 |
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Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics (English)
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28 April 2014
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Markov chain
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invariant distribution
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Lamperti problem
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asymptotically zero drift
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test (Lyapunov) function
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regularly varying tail behaviour
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convergence to \(\varGamma\)-distribution
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renewal function
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harmonic function
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non-exponential change of measure
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martingale technique
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0.8211793303489685
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0.7946183085441589
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0.7929612398147583
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0.7872588634490967
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0.7819212079048157
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