The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization

DOI10.1023/A:1021630228280MaRDI QIDQ1295855zbMATH OpenFDO

Authors Xia Chen

Publication date 7 June 2000

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmHarris recurrent Markov chainregeneration-split chain method

Mathematics Subject Classification ID

Strong limit theorems (60F15) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(11)

• A self-normalized central limit theorem for Markov random walks
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• scientific article; zbMATH DE number 4036808 (Why is no real title available?)
• How often does a Harris recurrent Markov chain recur?
• An invariance principle for the law of the iterated logarithm for some Markov chains
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
• On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
• Infinite server queues in a random fast oscillatory environment
• Limit theorems for additive functionals of path-dependent SDEs
• The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
• The law of the iterated logarithm for additive functionals of Markov chains

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