scientific article; zbMATH DE number 1552214

MaRDI QIDQ4524445zbMATH OpenFDO

Authors Suemi Rodríguez-Romo, Vladimir Tchijov

Publication date 6 October 2001

zbMATH Keywords

Chang's law of iterated logarithmergodic Markov chainKolmogorov's law of iterated logarithmlarge deviations

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Review text

Let \(X(n)\) be an ergodic Markov chain whose values belong to \(d\)-dimensional Euclidean space \({\mathbb R}^d\). Denote \(\overline{X}(n)=\max_{0\leq k\leq n}|X(k)|\). Conditions are obtained under which all limit points of the random sequence \(\{\overline{X}(n)/\log n\}_{n=2}^{\infty}\) lie in the interval \([1/\mu, 2/\mu]\) with probability 1, where \(\mu>0\). For the entire collection see [Zbl 0947.00031].

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