K. Sato et K. Yamamuro, Recurrence-transience for self-similar additive processes associated with stable distributions, ACT APPL MA, 63(1-3), 2000, pp. 375-384
For any stable distribution mu on the line, recurrence-transience of the se
lfsimilar additive process {X-t, t greater than or equal to0} with L(X-1)=m
u is determined. Comparison with the stable Levy process {Y-t, t greater th
an or equal to0} with L(Y-1)=mu is made: if mu is not strictly stable, then
{Y-t} is transient but {X-t} is recurrent except the obviously transient c
ase of monotone sample functions.