Markov chains with heavy-tailed increments and asymptotically zero drift

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

zbMATH Keywords

Lyapunov functionsrecurrenceheavy tailstransiencerandom walkpassage-time momentsasymptotically zero driftLamperti's problem

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Moment bounds for dissipative semimartingales with heavy jumps

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