Empirical law of the iterated logarithm for Markov chains with a countable state space

Tsung-Hsi Tsai

Stochastic Processes and their Applications, 2000, vol. 89, issue 2, 175-191

Abstract: We find conditions which are sufficient and nearly necessary for the compact and bounded law of the iterated logarithm for Markov chains with a countable state space.

Keywords: Markov; chain; Empirical; processes; Law; of; the; iterated; logarithm; Absolute; regularity (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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