Chung's law for additive functionals of positive recurrent Markov chains

Xia Chen

Statistics & Probability Letters, 2000, vol. 47, issue 3, 253-264

Abstract: A lim inf law of the iterated logarithm is obtained for additive functionals of positive recurrent Markov chains under some minimum conditions.

Keywords: Chung's; law; of; the; iterated; logarithm; Positive; recurrent; Markov; chain; Invariant; distribution (search for similar items in EconPapers)
Date: 2000
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