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scientific article; zbMATH DE number 1552214
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scientific article; zbMATH DE number 1552214 |
Statements
6 October 2001
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ergodic Markov chain
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Kolmogorov's law of iterated logarithm
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Chang's law of iterated logarithm
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large deviations
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0.94647276
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0.9073238
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Let \(X(n)\) be an ergodic Markov chain whose values belong to \(d\)-dimensional Euclidean space \({\mathbb R}^d\). Denote \(\overline{X}(n)=\max_{0\leq k\leq n}|X(k)|\). Conditions are obtained under which all limit points of the random sequence \(\{\overline{X}(n)/\log n\}_{n=2}^{\infty}\) lie in the interval \([1/\mu, 2/\mu]\) with probability 1, where \(\mu>0\). For the entire collection see [Zbl 0947.00031].
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