The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations

DOI10.1080/07362994.2020.1798252zbMath1472.60125arXiv1909.06777OpenAlexW2972903854MaRDI QIDQ4986429

Hanna Wojewódka-Ściążko, Katarzyna Horbacz, Dawid Czapla, Sander Cornelis Hille

Publication date: 27 April 2021

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

Full work available at URL: https://arxiv.org/abs/1909.06777

zbMATH Keywords

law of the iterated logarithminvariant measurerandom dynamical systempiecewise deterministic Markov processasymptotic coupling

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov semigroups and applications to diffusion processes (47D07) Functional limit theorems; invariance principles (60F17) Jump processes on discrete state spaces (60J74)

Related Items (2)

On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows ⋮ The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity

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