Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach
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Publication:2329627
DOI10.1007/s11134-019-09602-5zbMath1466.60142MaRDI QIDQ2329627
Dmitrii Korshunov, Vitali Wachtel, Denis Denisov
Publication date: 18 October 2019
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-019-09602-5
harmonic function; queues; Markov chain; stationary distribution; exponential change of measure; renewal function; transition kernel
60K25: Queueing theory (aspects of probability theory)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J45: Probabilistic potential theory
60F10: Large deviations
31C05: Harmonic, subharmonic, superharmonic functions on other spaces
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