Recurrence and transience property for a class of Markov chains

DOI10.3150/12-BEJ448zbMath1284.60090arXiv1203.0447MaRDI QIDQ2435239

Nikola Sandrić

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0447

zbMATH Keywords

recurrence; transience; stable distribution; Harris recurrence; Foster-Lyapunov drift criterion; petite set; \(T\)-chain

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60J05: Discrete-time Markov processes on general state spaces

Related Items

Ergodic property of stable-like Markov chains, Recurrence and transience criteria for two cases of stable-like Markov chains, Heavy-tailed random walks on complexes of half-lines, Criteria for geometric and algebraic transience for discrete-time Markov chains, Markov chains with heavy-tailed increments and asymptotically zero drift, Long-time behavior for a class of Feller processes, Ergodicity of Lévy-Type Processes

Cites Work

• An overshoot approach to recurrence and transience of Markov processes
• Markov chains and stochastic stability
• Criteria for the recurrence or transience of stochastic process. I
• The scaling limit behaviour of periodic stable-like processes
• The oscillating random walk
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