The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
From MaRDI portal
Publication:1295855
DOI10.1023/A:1021630228280zbMath0937.60018MaRDI QIDQ1295855
Publication date: 7 June 2000
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (6)
A Self-Normalized Central Limit Theorem for Markov Random Walks ⋮ The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes ⋮ Limit theorems for additive functionals of path-dependent SDEs ⋮ On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions ⋮ Infinite server queues in a random fast oscillatory environment ⋮ How often does a Harris recurrent Markov chain recur?
This page was built for publication: The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
