On recurrence and transience of multivariate near-critical stochastic processes

We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ ξ_{n+1}$. Here $M$ denotes a primitive matrix having Perron-Frobenius eigenvalue 1, and $g$ denotes some function. The conditional expectation and variance of the noise $(ξ_{n+1})_{n \ge 0}$ are such that $X$ obeys a weak form of the Markov property. The results generalize criteria for the 1-dimensional case in [5].

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