Chung's law for additive functionals of positive recurrent Markov chains
From MaRDI portal
Publication:1976507
DOI10.1016/S0167-7152(99)00163-7zbMath0961.60041MaRDI QIDQ1976507
Publication date: 21 May 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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