On polynomial recurrence property of "Markov-up" processes
Probability
2024-07-01 v1
Abstract
This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on 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.
Keywords
Cite
@article{arxiv.2406.19846,
title = {On polynomial recurrence property of "Markov-up" processes},
author = {Diana Kalikaeva},
journal= {arXiv preprint arXiv:2406.19846},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:2306.17711