单台服务系统Dynkin公式的简单证明及多项式收敛速度

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

Alexander Yu. Veretennikov, Galina A. Zverkina

备注：: 27 pages, a few typos corrected, a few references added in comparison to the first version
发表信息：: Markov Processes and Related Fields. 2014. Vol. 20. No. 3. P. 479-504

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摘要：

对于具有单服务员和不连续到达和服务强度的排队系统，基于完全概率公式的思想，给出了Dynkin恒等式的初等和严格的证明.

英文摘要：

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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