The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization

被引：10

作者：

Chen, X ^{[1
]}

机构：

[1] Northwestern Univ, Dept Math, Evanston, IL 60208 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1999年 / 12卷 / 02期

关键词：

law of the iterated logarithm; Harris recurrent Markov chain; invariant measure; atom; D-set;

D O I：

10.1023/A:1021630228280

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X-n}(n greater than or equal to 0) be a Harris recurrent Markov chain with state space E, transition probability P(x, A) and invariant measure pi, and let f be a real measurable function on E. We prove that with probability one, [GRAPHICS] under some best possible conditions.

引用

页码：421 / 445

页数：25

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