The law of the iterated logarithm for additive functionals of Markov chains
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Publication:2474516
DOI10.1016/j.spl.2007.05.032zbMath1135.60014arXivmath/0701167MaRDI QIDQ2474516
Publication date: 6 March 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0701167
Markov chains; additive functionals; Dunford-Schwartz operator; the law of the iterated logarithm; shift processes
60F05: Central limit and other weak theorems
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Cites Work
- Markov chains and stochastic stability
- Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
- Central limit theorems for additive functionals of Markov chains.
- The Hartman-Wintner Law of the Iterated Logarithm for Martingales
- Fractional Poisson equations and ergodic theorems for fractional coboundaries