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

Eva Löcherbach and Dasha Loukianova

Stochastic Processes and their Applications, 2009, vol. 119, issue 7, 2312-2335

Abstract: We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization.

Keywords: Harris; recurrence; Nummelin; splitting; Continuous; time; Markov; processes; Additive; functionals; Law; of; iterated; logarithm (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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