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SUMMARY:Harmonic functions and stationary distributions for asymptotically
  homogeneous transition kernels on $Z^+$
DTSTART:20140206T110000
DTSTAMP:20260414T175421Z
UID:90b3ee5ddd78e2d5a3374d90d5f12c69767ff2dac2eccab65bae6483
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. D.  Korshunov\, Sobolev Institute of Mathematics\nWe di
 scuss a method for constructing positive harmonic functions for a wide cla
 ss of transition kernels on $Z^+$. We also present natural conditions unde
 r which these functions have positive finite limits at infinity. Further\,
  we show how these results on harmonic functions may be applied to asympto
 tically homogeneous Markov  chains on $Z^p$ with asymptotically negative 
 drift. More precisely\,  assuming that Markov chain satisfy Cramér's con
 dition\, we demonstrate the tail asymptotics of the stationary distributio
 n.
LOCATION:EPFL MA A1 12
STATUS:CONFIRMED
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