Non-homogeneous random walks on a half strip with generalized Lamperti drifts

zbMath1371.60076arXiv1512.04242MaRDI QIDQ4977559

Chak Hei Lo, Andrew R. Wade

Publication date: 16 August 2017

Full work available at URL: https://arxiv.org/abs/1512.04242

zbMATH Keywords

Lyapunov functionMarkov chainrecurrence classificationLamperti's problemnon-homogeneous random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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