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arXiv · 1306.2359

Simple proof of Dynkin's formula for single-server systems and polynomial convergence rates

Alexander Yu. Veretennikov·Galina A. Zverkina
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Abstract

An elementary and rigorous justification of Dynkin's identity with an extended infinitesimal operator based on the idea of a complete probability formula is given for queueing systems with a single server and discontinuous intensities of arrivals and serving.

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Alexander Yu. Veretennikov, Galina A. Zverkina. 2013-10-23. Simple proof of Dynkin's formula for single-server systems and polynomial convergence rates. https://arxiv.org/abs/1306.2359

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