On the limit laws of the second order for additive functionals of Harris recurrent Markov chains

DOI10.1007/PL00008724zbMath0953.60008MaRDI QIDQ1964761

Xia Chen

Publication date: 7 June 2000

Published in: Unnamed Author (Search for Journal in Brave)

zbMATH Keywords

regularityweak convergencelaw of the iterated logarithmHarris recurrence

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (5)

The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes ⋮ Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains ⋮ 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.

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