The law of the iterated logarithm for additive functionals of Markov chains

Yu Miao and Guangyu Yang

Statistics & Probability Letters, 2008, vol. 78, issue 3, 265-270

Abstract: In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in Maxwell and Woodroofe [2000. Central limit theorems for additive functionals of Markov chains. Ann. Probab. 28(2), 713-724].

Keywords: Markov; chains; The; law; of; the; iterated; logarithm; Additive; functionals; Dunford-Schwartz; operator; Shift; processes (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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