Title of article :
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Author/Authors :
Lِcherbach، نويسنده , , Eva and Loukianova، نويسنده , , Dasha، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
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.
Keywords :
Law of iterated logarithm , Harris recurrence , Nummelin splitting , Continuous time Markov processes , Additive functionals
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
