The law of the iterated logarithm for additive functionals of Markov chains

DOI10.1016/j.spl.2007.05.032zbMath1135.60014arXivmath/0701167OpenAlexW1969031493MaRDI QIDQ2474516

Guangyu Yang, Yu Miao

Publication date: 6 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701167

zbMATH Keywords

Markov chainsadditive functionalsDunford-Schwartz operatorthe law of the iterated logarithmshift processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (3)

Limit theorems for Markov chains by the symmetrization method ⋮ On ergodic two-armed bandits ⋮ Asymptotic behavior of central order statistics from stationary processes

Cites Work

• Markov chains and stochastic stability
• Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
• Central limit theorems for additive functionals of Markov chains.
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• Fractional Poisson equations and ergodic theorems for fractional coboundaries

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