Criteria for stochastic processes. II: Passage-time moments

DOI10.1016/0022-247X(63)90083-0zbMath0202.46701MaRDI QIDQ2541107

John Lamperti

Publication date: 1963

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Related Items (46)

Recurrence and transience of multitype branching random walks. ⋮ Extreme value statistics of positive recurrent centrally biased random walks ⋮ Non-homogeneous random walks with stochastic resetting: an application to the Gillis model ⋮ Rate of escape and central limit theorem for the supercritical Lamperti problem ⋮ Colored Maximal Branching Process ⋮ Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter ⋮ Slow recurrent regimes for a class of one-dimensional stochastic growth models ⋮ Random walk in random environment with asymptotically zero perturbations ⋮ Cutoff phenomenon for nearest Lamperti's random walk ⋮ Tails of passage-times and an application to stochastic processes with boundary reflection in wedges ⋮ A random flight process associated to a Lorentz gas with variable density in a gravitational field ⋮ Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach ⋮ Strong transience for one-dimensional Markov chains with asymptotically zero drifts ⋮ Reward algorithms for semi-Markov processes ⋮ Passage-time moments and hybrid zones for the exclusion-voter model ⋮ Random walk with barycentric self-interaction ⋮ Renewal theory for transient Markov chains with asymptotically zero drift ⋮ Excursions and path functionals for stochastic processes with asymptotically zero drifts ⋮ Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics ⋮ The simple harmonic urn ⋮ Critical random walks on two-dimensional complexes with applications to polling systems ⋮ Extinction times and size of the surviving species in a two-species competition process ⋮ Rank-driven Markov processes ⋮ Passage-Time Moments for Positively Recurrent Markov Chains ⋮ Minima of independent time-inhomogeneous random walks ⋮ Reflecting random walks in curvilinear wedges ⋮ Moment bounds for dissipative semimartingales with heavy jumps ⋮ Random interval diffeomorphisms ⋮ A Markov chain model of a polling system with parameter regeneration ⋮ Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains ⋮ Cutpoints of non-homogeneous random walks ⋮ On the transience and recurrence of Lamperti's random walk on Galton-Watson trees ⋮ Timescales of population rarity and commonness in random environments ⋮ Non-homogeneous random walks on a semi-infinite strip ⋮ Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts ⋮ Extremum of a time-inhomogeneous branching random walk ⋮ Transient nearest neighbor random walk on the line ⋮ Wetting transitions for a random line in long-range potential ⋮ Asymptotic properties of monotonic learning models ⋮ Recurrence relations for generalized hitting times for semi-Markov processes ⋮ Limit theorems for additive learning models ⋮ On polynomial mixing bounds for stochastic differential equations ⋮ Monotonic solutions of certain integral equations ⋮ Markov chains with heavy-tailed increments and asymptotically zero drift ⋮ Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant ⋮ Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials

Cites Work

• Unnamed Item
• Unnamed Item
• Criteria for the recurrence or transience of stochastic process. I
• A new class of probability limit theorems
• On the notion of recurrence in discrete stochastic processes
• First Passage and Recurrence Distributions

This page was built for publication: Criteria for stochastic processes. II: Passage-time moments