Markov chains with heavy-tailed increments and asymptotically zero drift
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Publication:2316586
DOI10.1214/19-EJP322zbMath1466.60138arXiv1806.07166MaRDI QIDQ2316586
Nicholas Georgiou, Dimitri Petritis, Andrew R. Wade, Mikhail V. Menshikov
Publication date: 6 August 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.07166
Lyapunov functionsrecurrenceheavy tailstransiencerandom walkpassage-time momentsasymptotically zero driftLamperti's problem
Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cites Work
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