Some dichotomy results for functionals of Harris recurrent Markov chains

DOI10.1016/S0304-4149(99)00038-1zbMATH Open0998.60009MaRDI QIDQ1613637FDOQ1613637

Authors: Xia Chen 

Publication date: 29 August 2002

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

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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)

Cites Work

• Markov chains and stochastic stability
• General Irreducible Markov Chains and Non-Negative Operators
• Limit theorems for functionals of ergodic Markov chains with general state space
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations
• Title not available (Why is that?)
• Extrapolation and interpolation of quasi-linear operators on martingales
• A uniform theory for sums of Markov chain transition probabilities
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• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Uniform lower bounds for randomly stopped Banach space valued random sums
• Moderate deviations for empirical measures of Markov chains: Upper bounds
• Moderate deviations for empirical measures of Markov chains: Lower bounds
• On additive functionals of Markov chains
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• Title not available (Why is that?)

Cited In (5)

• Limit Theorems for Harris Markov Chains, II
• A new approach to the study of Harris type Markov operators
• A regularity condition and a limit theorem for Harris ergodic Markov chains
• Title not available (Why is that?)
• Chung's law for additive functionals of positive recurrent Markov chains

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