  The study of discrete-time stochastic processes on the half-line with mean
drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as
Lamperti's problem. We give sharp almost-sure bounds for processes of this type
in the case where $\mu_1 (x)$ is of order $x^{-\beta}$ for some $\beta \in
(0,1)$. The bounds are of order $t^{1/(1+\beta)}$, so the process is
super-diffusive but sub-ballistic (has zero speed). We make minimal assumptions
on the moments of the increments of the process (finiteness of
$(2+2\beta+\varepsilon)$-moments for our main results, so 4th moments certainly
suffice) and do not assume that the process is time-homogeneous or Markovian.
In the case where $x^\beta \mu_1 (x)$ has a finite positive limit, our results
imply a strong law of large numbers, which strengthens and generalizes earlier
results of Lamperti and Voit. We prove an accompanying central limit theorem,
which appears to be new even in the case of a nearest-neighbour random walk,
although our result is considerably more general. This answers a question of
Lamperti. We also prove transience of the process under weaker conditions than
those that we have previously seen in the literature. Most of our results also
cover the case where $\beta =0$. We illustrate our results with applications to
birth-and-death chains and to multi-dimensional non-homogeneous random walks.
