Strong transience for one-dimensional Markov chains with asymptotically zero drifts

DOI10.1016/j.spa.2023.104260arXiv2208.12955OpenAlexW4388568270MaRDI QIDQ6123259

Andrew R. Wade, Chak Hei Lo, Mikhail V. Menshikov

Publication date: 4 March 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.12955

zbMATH Keywords

transiencelast exit timesLamperti problemreturn probabilitiesDoob transformconditional return times

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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