Empirical law of the iterated logarithm for Markov chains with a countable state space.

DOI10.1016/S0304-4149(00)00019-3zbMath1045.60076OpenAlexW2020109251MaRDI QIDQ1877530

Tsung-Hsi Tsai

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00019-3

zbMATH Keywords

empirical processeslaw of the iterated logarithmMarkov chainabsolute regularity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

Related Items (5)

Asymptotic variability analysis for a two-stage tandem queue. I: The functional law of the iterated logarithm ⋮ The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue ⋮ Functional Law of the Iterated Logarithm for Multiclass Queues with Preemptive Priority Service Discipline: The Overloaded Case ⋮ A functional law of the iterated logarithm for multi-class queues with batch arrivals ⋮ Moderate deviations for Markov chains with atom.

Cites Work

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• Log log laws for empirical measures
• A strong convergence theorem for Banach space valued random variables
• Kolmogorov's law of the iterated logarithm for Banach space valued random variables
• The law of the iterated logarithm for empirical processes under absolute regularity
• Uniform CLT for Markov chains with a countable state space
• Uniform CLT for Markov chains with a countable state space

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