The first returning speed and the last exit speed of a type of Markov   chain
  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 $\{a_n\}$ 
Huizeng Zhang, Minzhi zhao, Lei wang
math.PR