Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)

DOI10.1214/aop/1176990942zbMath0704.60025OpenAlexW1984648370MaRDI QIDQ917149

Abderrahmen Touati

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990942

zbMATH Keywords

invariant measureadditive functionalsHarris recurrent Markov processrate of almost sure convergenceSkorokhod embedding technique

Mathematics Subject Classification ID

Strong limit theorems (60F15) Local time and additive functionals (60J55)

Related Items (9)

Some dichotomy results for functionals of Harris recurrent Markov chains ⋮ On additive functionals of Markov chains ⋮ The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes ⋮ Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space ⋮ Chung's law for additive functionals of positive recurrent Markov chains ⋮ A central limit theorem for functions of a Markov chain with applications to shifts ⋮ \(V\)-uniform ergodicity for state-dependent single class queueing networks ⋮ How often does a Harris recurrent Markov chain recur? ⋮ Strong approximations of additive functionals of a planar Brownian motion.

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