Some dichotomy results for functionals of Harris recurrent Markov chains

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.

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Year of publication:	1999
Authors:	Chen, Xia
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 83.1999, 1, p. 211-236
Publisher:	Elsevier
Subject:	Harris recurrence Small set D-set

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875698