Some dichotomy results for functionals of Harris recurrent Markov chains

DOI10.1016/S0304-4149(99)00038-1MaRDI QIDQ1613637zbMATHFDO

Authors Xia Chen

Publication date 29 August 2002

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chainsHarris recurrencesmall sets\(D\)-sets

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites work

• scientific article; zbMATH DE number 3762951 (Why is no real title available?)
• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• A uniform theory for sums of Markov chain transition probabilities
• Extrapolation and interpolation of quasi-linear operators on martingales
• General Irreducible Markov Chains and Non-Negative Operators
• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Limit theorems for functionals of ergodic Markov chains with general state space
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations
• Markov chains and stochastic stability
• Moderate deviations for empirical measures of Markov chains: Lower bounds
• Moderate deviations for empirical measures of Markov chains: Upper bounds
• On additive functionals of Markov chains
• Uniform lower bounds for randomly stopped Banach space valued random sums

Cited in

(5)

• A new approach to the study of Harris type Markov operators
• Chung's law for additive functionals of positive recurrent Markov chains
• scientific article; zbMATH DE number 5018838 (Why is no real title available?)
• A regularity condition and a limit theorem for Harris ergodic Markov chains
• Limit Theorems for Harris Markov Chains, II

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