Recurrence and transience of contractive autoregressive processes and related Markov chains

DOI10.1214/18-EJP152zbMath1390.60263arXiv1608.01394MaRDI QIDQ1748931

Martin P. W. Zerner

Publication date: 15 May 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.01394

zbMATH Keywords

recurrencebranching processimmigrationrandom environmenttransienceLyapunov exponentexcited random walkrandom difference equationautoregressive processproduct of random matricesmax-autoregressive processfrog processrandom affine recursionrandom exchange processsuper-heavy tail

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Generation, random and stochastic difference and differential equations (37H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (7)

Rate of escape of conditioned Brownian motion ⋮ Linear fractional Galton-Watson processes in random environment and perpetuities ⋮ Explosion and non-explosion for the continuous-time frog model ⋮ Non-standard limits for a family of autoregressive stochastic sequences ⋮ Persistence of one-dimensional AR(1)-sequences ⋮ Persistence of autoregressive sequences with logarithmic tails ⋮ On supercritical branching processes with emigration

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