Some dichotomy results for functionals of Harris recurrent Markov chains

Xia Chen

Stochastic Processes and their Applications, 1999, vol. 83, issue 1, 211-236

Abstract: Let {Xn}n[greater-or-equal, slanted]0 be a Harris recurrent Markov chain with state space E and let [xi] be a measurable map from E to a separable Banach space B and setSome integrabilities and tail behaviors of Sn over one excursion between two visits to a subset A of E are considered. It is shown that they hold either for all A in certain classes or for none in these classes.

Keywords: Harris; recurrence; Small; set; D-set (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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