Markov chains with heavy-tailed increments and asymptotically zero drift

Georgiou, Nicholas; Menshikov, Mikhail V.; Petritis, Dimitri; Wade, Andrew R.

doi:10.1214/19-ejp322

Markov chains with heavy-tailed increments and asymptotically zero drift

Georgiou, Nicholas; Menshikov, Mikhail V.; Petritis, Dimitri; Wade, Andrew R.

Authors

Dr Nicholas Georgiou nicholas.georgiou@durham.ac.uk
Associate Professor

Professor Mikhail Menshikov mikhail.menshikov@durham.ac.uk
Professor

Dimitri Petritis

Professor Andrew Wade andrew.wade@durham.ac.uk
Professor

Citation

Georgiou, N., Menshikov, M. V., Petritis, D., & Wade, A. R. (2019). Markov chains with heavy-tailed increments and asymptotically zero drift. Electronic Journal of Probability, 24, Article 62. https://doi.org/10.1214/19-ejp322

Journal Article Type	Article
Acceptance Date	May 18, 2019
Online Publication Date	Jun 30, 2019
Publication Date	2019-06
Deposit Date	Jun 18, 2018
Publicly Available Date	Jun 21, 2019
Journal	Electronic Journal of Probability
Electronic ISSN	1083-6489
Publisher	Institute of Mathematical Statistics
Peer Reviewed	Peer Reviewed
Volume	24
Article Number	62
DOI	https://doi.org/10.1214/19-ejp322
Public URL	https://durham-repository.worktribe.com/output/1356725