Criteria for the recurrence or transience of stochastic process. I
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Publication:773832
DOI10.1016/0022-247X(60)90005-6zbMATH Open0099.12901OpenAlexW1980327415WikidataQ100907848 ScholiaQ100907848MaRDI QIDQ773832FDOQ773832
Authors: John Lamperti
Publication date: 1960
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-247x(60)90005-6
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Cited In (71)
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- Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
- Study of the maximal throughput of multiclass queueing systems
- Conservative and semiconservative random walks: recurrence and transience
- Validating an agent-based model of the Zipf's law: a discrete Markov-chain approach
- Random walk with barycentric self-interaction
- Cutpoints of non-homogeneous random walks
- Rate of escape and central limit theorem for the supercritical Lamperti problem
- Excursions and path functionals for stochastic processes with asymptotically zero drifts
- Transient nearest neighbor random walk on the line
- On the transience and recurrence of Lamperti's random walk on Galton-Watson trees
- Ergodicity conditions for two-dimensional Markov chains on the positive quadrant
- Evaluation of formal posterior distributions via Markov chain arguments
- On asymptotics for Vaserstein coupling of Markov chains
- Markov chains with heavy-tailed increments and asymptotically zero drift
- Ergodic property of stable-like Markov chains
- Stability of nonlinear AR(1) time series with delay
- Random walk in random environment with asymptotically zero perturbations
- Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
- Logarithmic speeds for one-dimensional perturbed random walks in random environments
- Conditions for recurrence and transience of a Markov chain on \(\mathbb Z^ +\) and estimation of a geometric success probability.
- Number of distinct sites visited by a resetting random Walker
- Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains
- Wetting transitions for a random line in long-range potential
- Criteria for stochastic processes. II: Passage-time moments
- Generalized Markov branching processes with state-dependent offspring distributions
- Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
- Non-homogeneous random walks on a semi-infinite strip
- Cutoff phenomenon for nearest Lamperti's random walk
- Survival in speculative markets
- Extremum of a time-inhomogeneous branching random walk
- Drift criteria for persistence of discrete stochastic processes on the line
- Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts
- Limit theorems for additive learning models
- Some asymptotic properties of Luce's beta learning model
- Anomalous recurrence properties of many-dimensional zero-drift random walks
- A stochastic network with mobile users in heavy traffic
- A random flight process associated to a Lorentz gas with variable density in a gravitational field
- Impatient random walk
- Polling systems in the critical regime.
- GeoX1, GeoX2/D/c HOL Priority Queueing System with Random Order Selection within Each Priority Class
- Moments for stationary Markov chains with asymptotically zero drift
- On random walks arising in queueing systems: Ergodicity and transience via quadratic forms as Lyapounov functions. I
- On the Stability of Greedy Polling Systems with General Service Policies
- Random interval diffeomorphisms
- The simple harmonic urn
- A Markov chain model of a polling system with parameter regeneration
- Recurrence and transience property for a class of Markov chains
- Monotonic solutions of certain integral equations
- Renewal theory for transient Markov chains with asymptotically zero drift
- Controlling of non-recurrent lattice random walks
- The Wright-Fisher model with efficiency
- Critical random walks on two-dimensional complexes with applications to polling systems
- Recurrence and transience of multitype branching random walks.
- Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
- Stochastic billiards with Markovian reflections in generalized parabolic domains
- Lyapunov exponent for products of random Ising transfer matrices: the balanced disorder case
- On a maximum of some random walk on lattice of half line
- Probabilistic approach to risk processes with level-dependent premium rate
- Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates
- Anomalous recurrence of Markov chains on negatively curved manifolds
- Superdiffusive planar random walks with polynomial space-time drifts
- Adaptive randomization in network data
- Stationary distribution analysis of a queueing model with local choice
- Minima of independent time-inhomogeneous random walks
- Extreme value statistics of positive recurrent centrally biased random walks
- Colored maximal branching process
- Non-homogeneous random walks with stochastic resetting: an application to the Gillis model
- Asymptotics of product of nonnegative 2-by-2 matrices with applications to random walks with asymptotically zero drifts
- Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials
- Strong transience for one-dimensional Markov chains with asymptotically zero drifts
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