The functional moderate deviations for Harris recurrent Markov chains and applications. (Q1426660)
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English | The functional moderate deviations for Harris recurrent Markov chains and applications. |
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The functional moderate deviations for Harris recurrent Markov chains and applications. (English)
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15 March 2004
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The authors study exponentially asymptotic behaviors for the trajectories of additive functionals of Harris Markov chains. In the main result, the authors establish a moderate deviation principle for a pair of additive functionals of different growth rates. Explicit formulas for the rate functions which exhibit a non-quadratic behavior are also given. In particular, the authors achieve the functional moderate deviations in two different scales. As an application, a functional law of LIL is presented, which leads to a variety of strong limit laws in the spirit of Strassen.
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Harris recurent Markov chain
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p-regualarity
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moderate deviation
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the law of the iterated logarithm
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