How often does a Harris recurrent Markov chain recur?
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Publication:1568288
DOI10.1214/aop/1022677449zbMath0981.60023OpenAlexW2033643685MaRDI QIDQ1568288
Publication date: 14 March 2002
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022677449
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)
Related Items (17)
Skorokhod embeddings for two-sided Markov chains ⋮ Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks ⋮ On the local time of the half-plane half-comb walk ⋮ Moderate deviations for Markovian occupation times. ⋮ The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes ⋮ Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation ⋮ Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space ⋮ Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész ⋮ On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions ⋮ ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES ⋮ Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ NONPARAMETRIC NONSTATIONARITY TESTS ⋮ Nearest neighbor conditional estimation for Harris recurrent Markov chains ⋮ Strong approximations of additive functionals of a planar Brownian motion. ⋮ Nonlinear regressions with nonstationary time series ⋮ Some Results and Problems for Anisotropic Random Walks on the Plane
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