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math.PR2018★ 2 cited
Markov chains with heavy-tailed increments and asymptotically zero drift
Nicholas Georgiou, Mikhail V. Menshikov, Dimitri Petritis +1
We study the recurrence/transience phase transition for Markov chains on , , and whose increments have heavy tails with exponent in …
math.PR2018★ 2 cited
Invariance principle for non-homogeneous random walks
Nicholas Georgiou, Aleksandar Mijatović, Andrew R. Wade
We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in , which may be recurrent in any dimension. The limit $\mathcal{X}…