Empirical law of the iterated logarithm for Markov chains with a countable state space. (Q1877530): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Empirical law of the iterated logarithm for Markov chains with a countable state space. |
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Empirical law of the iterated logarithm for Markov chains with a countable state space. (English)
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7 September 2004
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Necessary and sufficient conditions are studied for a recurrent irreducible Markov chain ranging in positive integers to obey the compact and bounded laws of the iterated logarithm. The necessary conditions involve the unique invariant probability of the chain, hitting times of state \(1\), the expected numbers of steps between two states and the envelope function of an underlying space of measurable functions. The conditions are sufficient under an assumption of polynomial growth.
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Markov chain
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empirical processes
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law of the iterated logarithm
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absolute regularity
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