Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach

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

zbMATH Keywords

harmonic function; queues; Markov chain; stationary distribution; exponential change of measure; renewal function; transition kernel

Mathematics Subject Classification ID

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

Cites Work

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• Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain