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Moments for stationary Markov chains with asymptotically zero drift

โœ Scribed by D. A. Korshunov


Book ID
118725069
Publisher
SP MAIK Nauka/Interperiodica
Year
2011
Tongue
English
Weight
181 KB
Volume
52
Category
Article
ISSN
0037-4466

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Asymptotic behavior of the stationary di
โœ Bara Kim; Jeongsim Kim; Jisu Lee ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 161 KB

We consider a finite QBD process with m levels. Assuming that the mean drift is 0, we obtain an asymptotic behavior (m) m โˆผ (1/m)c as m โ†’ โˆž in the stationary distribution ( (m) 0 , . . . , (m) m ), by finding an explicit expression for vector c. This solves the problem that was conjectured by Miyaza