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On polynomial recurrence property of "Markov-up" processes

2024/06/28 by Kalikaeva, Diana
#60K15 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2406.19846

Abstract

This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on \mathbb Z+ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov ones by the presence of a memory in certain parts of the trajectory. In our previous paper [Kalikaeva, MPRF, 23(2):225-240] exponential recurrence conditions were established. In this paper polynomial recurrence properties are considered under certain new assumptions.

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