Rights statement: The final publication is available at Springer via https://doi.org/10.1007/s11134-019-09602-5
Accepted author manuscript, 344 KB, PDF document
Available under license: CC BY: Creative Commons Attribution 4.0 International License
Final published version
Licence: CC BY: Creative Commons Attribution 4.0 International License
Research output: Contribution to Journal/Magazine › Journal article › peer-review
| <mark>Journal publication date</mark> | 1/04/2019 |
|---|---|
| <mark>Journal</mark> | Queueing Systems |
| Issue number | 3-4 |
| Volume | 91 |
| Number of pages | 31 |
| Pages (from-to) | 265–295 |
| Publication Status | Published |
| Early online date | 19/02/19 |
| <mark>Original language</mark> | English |
We suggest a method for constructing a positive harmonic function for a wide class of transition kernels on Z + . We also find natural conditions under which this harmonic function has a positive finite limit at infinity. Further, we apply our results on harmonic functions to asymptotically homogeneous Markov chains on Z + with asymptotically negative drift which arise in various queueing models. More precisely, assuming that the Markov chain satisfies Cramér’s condition, we study the tail asymptotics of its stationary distribution. In particular, we clarify the impact of the rate of convergence of chain jumps towards the limiting distribution.