Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics☆
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MSC
60J05
60F10
60F15
Keywords
Markov chain
Invariant distribution
Lamperti problem
Asymptotically zero drift
Test (Lyapunov) function
Regularly varying tail behaviour
Convergence to -distribution
Renewal function
Harmonic function
Non-exponential change of measure
Martingale technique
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