On a random recursion related to absorption times of death Markov chains

Alex Iksanov, Martin Möhle

Let $X_1,X_2,...$ be a sequence of random variables satisfying the distributional recursion $X_1=0$ and $X_n=X_{n-I_n}+1$ for $n=2,3,...$, where $I_n$ is a random variable with va…