Simple proof of Dynkin's formula for single-server systems and polynomial convergence rates
arXiv:1306.2359
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.
27 pages, a few typos corrected, a few references added in comparison to the first version