Let $\{ X_n\}$ be a Markov chain with transition probability $p_{ ij}=a_{ j-(i-1)^+},\forall i,j\ge 0$, where $a_j=0$ provided $j<0$, $a_0>0$, $a_0+a_1<1$ and $\sum_{ n=0}^\infty a_n=1$. Let $\mu=\sum_{ n=1}^\infty na_n$. It's known that $\{ X_n\}$ is positive recurrent when $\mu<1$; is null recurrent when $\mu=1$; and is transient when $\mu>1$. In this paper, we shall discuss the first returning speed and the last exit speed more precisely by means of $\{ a_n\}$
Categories: math.PR