On additive functionals of Markov chains

DOI10.1007/BF02410117zbMath0834.60073OpenAlexW2020042972MaRDI QIDQ1900332

Endre Csáki, Miklós Csörgő

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

additive functionalstrong approximationrecurrent Markov chain

Mathematics Subject Classification ID

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

Related Items

Some dichotomy results for functionals of Harris recurrent Markov chains ⋮ The velocity of 1d Mott variable-range hopping with external field ⋮ Batch means and spectral variance estimators in Markov chain Monte Carlo ⋮ On the logarithmic average of iterated processes ⋮ A heavy-traffic perspective on departure process variability ⋮ Strong invariance principles for ergodic Markov processes ⋮ Excursions and path functionals for stochastic processes with asymptotically zero drifts ⋮ Diffusion approximations for the maximum of a perturbed random walk ⋮ A regularity condition and a limit theorem for Harris ergodic Markov chains ⋮ How often does a Harris recurrent Markov chain recur? ⋮ Limit theorems for additive functionals of a Markov chain

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains
• Maximal increments of local time of a random walk
• Strong approximation of additive functionals
• A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law
• Lower tail probability estimates for subordinators and nondecreasing random walks
• A Review of Regenerative Processes
• Regenerative stochastic processes
• General Irreducible Markov Chains and Non-Negative Operators
• Theorems of the Invariance Principle Type for Recurrent Semi-Markov Processes with Arbitrary Phase Space
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• A splitting technique for Harris recurrent Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Occupation Times for Markov and Semi-Markov Chains