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

DOI10.1023/A:1021630228280zbMATH Open0937.60018MaRDI QIDQ1295855FDOQ1295855

Authors: Xia Chen 

Publication date: 7 June 2000

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

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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)

Cited In (11)

• Limit theorems for additive functionals of path-dependent SDEs
• Title not available (Why is that?)
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
• Infinite server queues in a random fast oscillatory environment
• The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
• How often does a Harris recurrent Markov chain recur?
• The law of the iterated logarithm for additive functionals of Markov chains
• On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• A self-normalized central limit theorem for Markov random walks
• An invariance principle for the law of the iterated logarithm for some Markov chains

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