The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

DOI10.1016/J.SPA.2008.11.006MaRDI QIDQ2389232zbMATH OpenOpenAlexFDO

Authors Dasha Loukianova, E. Löcherbach

Publication date 15 July 2009

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

Full work available at URL https://doi.org/10.1016/j.spa.2008.11.006

zbMATH Keywords

additive functionalscontinuous time Markov processesHarris recurrencelaw of iterated logarithmNummelin splitting

Mathematics Subject Classification ID

Strong limit theorems (60F15) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Diffusion processes (60J60)

Cites work

• A New Approach to the Limit Theory of Recurrent Markov Chains
• A splitting technique for Harris recurrent Markov chains
• Fonctionnelles additives sp�ciales des processus r�currents au sens de Harris
• General Irreducible Markov Chains and Non-Negative Operators
• How often does a Harris recurrent Markov chain recur?
• scientific article; zbMATH DE number 3858118 (Why is no real title available?)
• scientific article; zbMATH DE number 475325 (Why is no real title available?)
• scientific article; zbMATH DE number 2150787 (Why is no real title available?)
• Limit theorems for null recurrent Markov processes
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• On a problem of statistical inference in null recurrent diffusions
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
• On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
• Strong approximations of additive functionals of a planar Brownian motion.
• The functional law of the iterated logarithm for stationary strongly mixing sequences
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization

Cited in

(9)

• Addendum to: An iterated logarithm law for families of Brownian paths
• The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
• Infinite server queues in a random fast oscillatory environment
• The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue
• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
• The law of the iterated logarithm for additive functionals of Markov chains
• On the functional estimation of multivariate diffusion processes
• Nonparametric nonstationarity tests
• Strong invariance principles for ergodic Markov processes

This page was built for publication: The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2389232)