Markov chains with heavy-tailed increments and asymptotically zero drift (Q2316586): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 1806.07166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant / rank
 
Normal rank
Property / cites work
 
Property / cites work: Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the exact asymptotic behaviour of the distribution of ladder epochs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topics in the Constructive Theory of Countable Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anomalous recurrence properties of many-dimensional zero-drift random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability: A Graduate Course / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips / rank
 
Normal rank
Property / cites work
 
Property / cites work: Criteria for the recurrence or transience of stochastic process. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3294586 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Criteria for stochastic processes. II: Passage-time moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-tailed random walks on complexes of half-lines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-homogeneous Random Walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recurrency of an Oscillating Random Walk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recurrence and transience property for a class of Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-time behavior of stable-like processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic property of stable-like Markov chains / rank
 
Normal rank

Latest revision as of 02:45, 20 July 2024

scientific article
Language Label Description Also known as
English
Markov chains with heavy-tailed increments and asymptotically zero drift
scientific article

    Statements

    Markov chains with heavy-tailed increments and asymptotically zero drift (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    6 August 2019
    0 references
    random walk
    0 references
    heavy tails
    0 references
    asymptotically zero drift
    0 references
    Lamperti's problem
    0 references
    recurrence
    0 references
    transience
    0 references
    passage-time moments
    0 references
    Lyapunov functions
    0 references

    Identifiers