On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
From MaRDI portal
Publication:1964761
DOI10.1007/PL00008724zbMath0953.60008MaRDI QIDQ1964761
Publication date: 7 June 2000
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)
Related Items (4)
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes ⋮ Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression ⋮ ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES ⋮ Strong approximations of additive functionals of a planar Brownian motion.
This page was built for publication: On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
