• DOI:10.1214/16-ECP39
• Corpus ID: 119734452

On recurrence and transience of multivariate near-critical stochastic processes

@article{Kersting2016OnRA,
  title={On recurrence and transience of multivariate near-critical stochastic processes},
  author={G{\"o}tz Kersting},
  journal={arXiv: Probability},
  year={2016}
}

• G. Kersting
• Published 13 May 2016
• Mathematics
• arXiv: Probability

We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi_{n+1}$. Here $M$ denotes a primitive matrix having Perron-Frobenius eigenvalue 1, and $g$ denotes some function. The conditional expectation and variance of the noise $(\xi_{n+1})_{n \ge 0}$ are such that $X$ obeys a weak form of the Markov property. The results generalize criteria for the 1-dimensional case in [5].