I'm looking for good references on the convergence time of a Markov chain with a countably infinite state space. Most books deal with finite state Markov chains, whose theory is well established. There are also books explaining general (i.e. continuous) state space Markov chains, but it is hard to find detailed results about countable Markov chains (probably due to my lack of knowledge). Thanks in advance.
2026-05-01 16:33:17.1777653197
Good references on the convergence of Markov chains with countably infinite state space
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I have found Asmussen's book Applied Probability and Queues useful.
(It may also be available as a PDF if you google around for it; try adding "filetype:pdf" into your search query.)