Strong transience for one-dimensional Markov chains with asymptotically zero drifts

Chak Hei Lo, Mikhail V. Menshikov, Andrew R. Wade

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x\to \infty$, we quantify degree of…