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math.PR2026
Some notes on Lamperti's recurrence of stochastic sequences
Vyacheslav M. Abramov
The present study provides another look on Lamperti's theorem on recurrence or transience of stochastic sequences. We establish connection between Lamperti's theorem and the recent…
math.PR2024
A new criterion for recurrence of Markov chains with an infinitely countable set of states
Vyacheslav M. Abramov
For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience.…