Chung's law for additive functionals of positive recurrent Markov chains

DOI10.1016/S0167-7152(99)00163-7zbMath0961.60041MaRDI QIDQ1976507

Xia Chen

Publication date: 21 May 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

positive recurrenceChung's law of the iterated logarithm

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Cites Work

• Unnamed Item
• Markov chains and stochastic stability
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• The other law of the iterated logarithm
• Moderate deviations for empirical measures of Markov chains: Upper bounds
• Moderate deviations for empirical measures of Markov chains: Lower bounds
• Some dichotomy results for functionals of Harris recurrent Markov chains
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• On the functional central limit theorem for stationary processes
• General Irreducible Markov Chains and Non-Negative Operators
• A relation between Chung's and Strassen's laws of the iterated logarithm
• Limit theorems for functionals of ergodic Markov chains with general state space
• On the Maximum Partial Sums of Sequences of Independent Random Variables

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