The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

被引：6

作者：

Locherbach, Eva ^{[1
]}

Loukianova, Dasha ^{[2
]}

机构：

[1] Univ Paris Est, Fac Sci & Technol, Ctr Math, F-94010 Creteil, France

[2] Univ Evry Val dEssonne, Dept Math, F-91025 Evry, France

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2009年 / 119卷 / 07期

关键词：

Harris recurrence; Nummelin splitting; Continuous time Markov processes; Additive functionals; Law of iterated logarithm;

D O I：

10.1016/j.spa.2008.11.006

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：

We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2312 / 2335

页数：24

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