Large and moderate deviations for the local time of a recurrent Markov chain on Z2

被引:13
|
作者
Gantert, N
Zeitouni, O
机构
[1] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
[2] Tech Univ Berlin, Dept Math, D-10623 Berlin, Germany
关键词
local time; Markov chain; large deviations; Strassen's law;
D O I
10.1016/S0246-0203(98)80004-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let (X-n) be a recurrent Markov chain on Z(2) with X-0 = (0,0) such that for some constant C, P[X-k = (0,0)] less than or equal to C/k, and whose truncated Green function is slowly varying at infinity. Let L-n(0) denote the local time at zero of such a Markov chain. We: prove various moderate and large deviation statements and limit laws for rescaled versions of L-n(0), including functional versions of these. A version of Strassen's functional law of the iterated logarithm, recently discovered by E. Csaki, P. Revesz and J. Rosen, can be derived as a corollary. (C) Eisevier, Paris.
引用
收藏
页码:687 / 704
页数:18
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