Hryniv, Ostap; Menshikov, Mikhail V.; Wade, Andrew R. - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 1891-1921
We study discrete-time stochastic processes (Xt) on [0,∞) with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at x is about c/x. Our focus is the recurrent case (when c is not too large). We give sharp asymptotics for...