Asymptotic Methods of Enumeration and Applications to Markov Chain Models
Michael Drmota · Stochastic Models · 2005
The purpose of this article is to present analytic methods for determining the asymptotic behaviour of the coefficents of power series that can be applied to homogeneous discrete quasi death and birth processes. It turns that there are in principle only three types for the asymptotic behaviour. The process either converges to the stationary distribution or it can be approximated in terms of a reflected Brownian motion or by a Brownian motion. In terms of Markov chains these cases correspond to positive recurrence, to null recurrence, and to non recurrence. The same results hold for the continuous case, too.