On additive functionals of Markov chains

DOI10.1007/BF02410117zbMATH Open0834.60073OpenAlexW2020042972MaRDI QIDQ1900332FDOQ1900332

Miklós Csörgo, Endre Csáki

Publication date: 12 March 1996

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

Full work available at URL: https://doi.org/10.1007/bf02410117

zbMATH Keywords

strong approximationadditive functionalrecurrent Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55)

Cites Work

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Cited In (29)

• On the logarithmic average of iterated processes
• Finitely additive measures in the ergodic theory of Markov chains. II
• A new CLT for additive functionals of Markov chains
• A heavy-traffic perspective on departure process variability
• Title not available (Why is that?)
• Deviation inequalities for dependent sequences with applications to strong approximations
• Bivariate Markov chains converging to Lamperti transform Markov additive processes
• Excursions and path functionals for stochastic processes with asymptotically zero drifts
• The-square-and-add Markov chain
• Some dichotomy results for functionals of Harris recurrent Markov chains
• The velocity of 1d Mott variable-range hopping with external field
• Limit theorems for additive functionals of a Markov chain
• Title not available (Why is that?)
• Diffusion approximations for the maximum of a perturbed random walk
• Multivariate strong invariance principles in Markov chain Monte Carlo
• A regularity condition and a limit theorem for Harris ergodic Markov chains
• Batch means and spectral variance estimators in Markov chain Monte Carlo
• Potential theory for finitely additive Markov chains
• On exponentials of additive functionals of Markov processes
• Title not available (Why is that?)
• Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
• Title not available (Why is that?)
• How often does a Harris recurrent Markov chain recur?
• Title not available (Why is that?)
• Strong invariance principles for ergodic Markov processes
• Strong approximation for additive functionals of geometrically ergodic Markov chains
• On the CLT for additive functionals of Markov chains
• On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
• Chung's law for additive functionals of positive recurrent Markov chains

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