N. P. Ngoc

Recurrence and transience of random walks with drift $\rho x^{\alpha}/t^{\beta}$

Menshikov and Volkov [Electron. J. Probab. 13 (2008)] studied recurrence and transience of a class of Markovian random walks on $\mathbb R_+$ whose conditional drift depends on both time and position and is of order $\rho x^\alpha t^{-\beta}$ with $\rho>0$. The case on the critical line $2\beta-\alpha=1$, with $\alpha\...