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

DOI10.1007/BF02677675zbMath0960.60029OpenAlexW2315539234MaRDI QIDQ1568246

Li-ming Wu

Publication date: 6 May 2001

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02677675

zbMATH Keywords

functional law of iterated logarithmforward-backward martingale decompositionreversible Markov processes

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (5)

Limit theorems for Markov chains by the symmetrization method ⋮ Limit theorems of additive functionals for regime-switching diffusions with infinite delay ⋮ Limit theorems for additive functionals of stochastic functional differential equations with infinite delay ⋮ The Strassen invariance principle for certain non-stationary Markov–Feller chains ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications

Cites Work

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• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
• A function space large deviation principle for certain stochastic integrals
• Moderate deviations of dependent random variables related to CLT
• Moderate deviations for martingales and mixing random processes
• Large deviations of semimartingales via convergence of the predictable characteristics

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