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

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].
Year of publication:
2008
Authors: Miao, Yu ; Yang, Guangyu
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 3, p. 265-270
Publisher: Elsevier
Keywords: Markov chains The law of the iterated logarithm Additive functionals Dunford-Schwartz operator Shift processes
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005314016
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