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

DOI10.1016/J.SPA.2008.11.006zbMATH Open1170.60312OpenAlexW1983649439MaRDI QIDQ2389232FDOQ2389232

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 functionalslaw of iterated logarithmHarris recurrencecontinuous time Markov processesNummelin splitting

Mathematics Subject Classification ID

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

Cites Work

• General Irreducible Markov Chains and Non-Negative Operators
• The functional law of the iterated logarithm for stationary strongly mixing sequences
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• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• How often does a Harris recurrent Markov chain recur?
• A splitting technique for Harris recurrent Markov chains
• Limit theorems for null recurrent Markov processes
• A New Approach to the Limit Theory of Recurrent Markov Chains
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• 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
• Fonctionnelles additives sp�ciales des processus r�currents au sens de Harris
• Strong approximations of additive functionals of a planar Brownian motion.
• Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
• The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
• On the limit laws of the second order for additive functionals of Harris recurrent Markov chains

Cited In (9)

• ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
• Infinite server queues in a random fast oscillatory environment
• Addendum to: An iterated logarithm law for families of Brownian paths
• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
• The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue
• Strong invariance principles for ergodic Markov processes
• The law of the iterated logarithm for additive functionals of Markov chains
• NONPARAMETRIC NONSTATIONARITY TESTS
• The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization

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