Recurrence and transience property for a class of Markov chains

DOI10.3150/12-BEJ448zbMath1284.60090arXiv1203.0447OpenAlexW3103884577MaRDI 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

recurrencetransiencestable distributionHarris recurrenceFoster-Lyapunov drift criterionpetite set\(T\)-chain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05)

Related Items (7)

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

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
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