The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

DOI10.1016/j.spa.2008.11.006zbMath1170.60312OpenAlexW1983649439MaRDI QIDQ2389232

Dasha Loukianova, Eva Löcherbach

Publication date: 15 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.spa.2008.11.006

zbMATH Keywords

additive functionalslaw of iterated logarithmcontinuous time Markov processesHarris recurrenceNummelin splitting

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35)

Related Items (6)

The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue ⋮ Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space ⋮ Strong invariance principles for ergodic Markov processes ⋮ ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES ⋮ Infinite server queues in a random fast oscillatory environment ⋮ NONPARAMETRIC NONSTATIONARITY TESTS

Cites Work

• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
• The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
• How often does a Harris recurrent Markov chain recur?
• On a problem of statistical inference in null recurrent diffusions
• The functional law of the iterated logarithm for stationary strongly mixing sequences
• On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
• Strong approximations of additive functionals of a planar Brownian motion.
• General Irreducible Markov Chains and Non-Negative Operators
• A splitting technique for Harris recurrent Markov chains
• [https://portal.mardi4nfdi.de/wiki/Publication:4162257 Fonctionnelles additives sp�ciales des processus r�currents au sens de Harris]
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Limit theorems for null recurrent Markov processes
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
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