The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization.

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Year of publication:	2009
Authors:	Löcherbach, Eva ; Loukianova, Dasha
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 7, p. 2312-2335
Publisher:	Elsevier
Keywords:	Harris recurrence Nummelin splitting Continuous time Markov processes Additive functionals Law of iterated logarithm

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008873032