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Lamperti, John

Criteria for the recurrence or transience of stochastic process. I. (English) Zbl 0099.12901

J. Math. Anal. Appl. 1, 314-330 (1960).
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Cited in 55 Documents

Keywords:

probability theory
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\textit{J. Lamperti}, J. Math. Anal. Appl. 1, 314--330 (1960; Zbl 0099.12901)
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References:

[1] Chung, K.L; Fuchs, W.H.J, On the distribution of values of sums of random variables, Mem. am. math. soc., 6, (1951) · Zbl 0042.37502
[2] Doob, J.L, Stochastic processes, (1953), Wiley New York · Zbl 0053.26802
[3] Foster, F.G, On the stochastic matrices associated with certain queueing processes, Ann. math. stat., 24, 355-360, (1953) · Zbl 0051.10601
[4] Harris, T.E, The existence of stationary measures for certain Markov processes, (), 113-124 · Zbl 0072.35201
[5] Harris, T.E, First passage and recurrence distributions, Trans. am. math. soc., 73, 471-486, (1952) · Zbl 0048.36301
[6] Hodges, J.L; Rosenblatt, M, Recurrence time moments in random walks, Pacific. J. math., 3, 127-136, (1953) · Zbl 0050.35402
[7] Karlin, S; McGregor, J.L, Random walks, Illinois J. of math., 3, 66-81, (1959) · Zbl 0104.11804
[8] Lamperti, J; Lamperti, J, The recurrence of real Markov processes, (), Notices am. math. soc., 6, 286, (1959), See also
[9] Gillis, J, Centrally biased discrete random walk, Quart. J. of math., 7, 144-152, (1956), (2) · Zbl 0073.13301
[10] Flatto, L, A problem on random walk, Quart. J. of math., 9, 299-300, (1958), (2) · Zbl 0084.35602
[11] Doob, J.L, Martingales and one-dimensional diffusion, Trans. am. math. soc., 78, 168-208, (1955) · Zbl 0068.11301
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