Recurrence and transience property for a class of Markov chains
From MaRDI portal
Publication:2435239
DOI10.3150/12-BEJ448zbMath1284.60090arXiv1203.0447MaRDI QIDQ2435239
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.0447
recurrence; transience; stable distribution; Harris recurrence; Foster-Lyapunov drift criterion; petite set; \(T\)-chain
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
- Probability
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item