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
Publisher	Institute of Mathematical Statistics
Peer Reviewed	Peer Reviewed
Volume	24
Article Number	62
DOI	https://doi.org/10.1214/19-ejp322