Functional law of iterated logarithm for additive functionals of reversible Markov processes

被引:0
|
作者
Wu Liming
机构
[1] Université Blaise Pascal,Laboratoire de Mathématiques Appliquées, CNRS
[2] Wuhan University,UMR 6620
关键词
Functional law of iterated logarithm; forward-backword martingale decomposition; reversible markov processes;
D O I
10.1007/BF02677675
中图分类号
学科分类号
摘要
Using the forward-backward martingale decomposition and the martingale limit theorems, we establish the functional law of iterated logarithm for an additive functional (At) of a reversible Markov process, under theminimal condition that\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\sigma ^2 (A) = \mathop {\lim }\limits_{t \to \infty } EA_t^2 /t$$ \end{document} exists inR. We extend also the previous remarkable functional central limit theorem of Kipnis and Varadhan.
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页码:149 / 161
页数:12
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