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

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:119

Article

Locherbach, Eva¹  Loukianova, Dasha² 

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

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

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

DOI  :  10.1016/j.spa.2008.11.006

来源: Elsevier

【 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.

【 授权许可】

Free