Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali - In: Stochastic Processes and their Applications 123 (2013) 8, pp. 3027-3051
We consider a positive recurrent Markov chain on R+ with asymptotically zero drift which behaves like −c1/x at infinity; this model was first considered by Lamperti. We are interested in tail asymptotics for the stationary measure. Our analysis is based on construction of a harmonic function...