The law of the iterated logarithm for additive functionals of Markov chains

DOI10.1016/J.SPL.2007.05.032zbMATH Open1135.60014arXivmath/0701167OpenAlexW1969031493MaRDI QIDQ2474516FDOQ2474516

Guangyu Yang, Yu Miao

Publication date: 6 March 2008

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

Abstract: In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M. Maxwell and M. Woodroofe (2000). The main technique is the martingale argument and the theory of fractional coboundaries.

Full work available at URL: https://arxiv.org/abs/math/0701167

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zbMATH Keywords

Markov chainsadditive functionalsDunford-Schwartz operatorthe law of the iterated logarithmshift processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Markov chains and stochastic stability
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• Fractional Poisson equations and ergodic theorems for fractional coboundaries
• Central limit theorems for additive functionals of Markov chains.
• Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes

Cited In (14)

• The Strassen law of iterated logarithm for combinatorial assemblies
• Asymptotic behavior of central order statistics from stationary processes
• Title not available (Why is that?)
• On ergodic two-armed bandits
• Limit theorems for Markov chains by the symmetrization method
• Addendum to: An iterated logarithm law for families of Brownian paths
• Law of iterated logarithm for Markov chains in Markovian environments
• Empirical law of the iterated logarithm for Markov chains with a countable state space.
• Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
• The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations
• Law of the iterated logarithm for some Markov operators
• General Law of iterated logarithm for Markov processes: Liminf laws
• The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
• Chung's law for additive functionals of positive recurrent Markov chains

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