Moderate deviations for Markovian occupation times

被引：13
作者：
Chen, X [1 ]
机构：
[1] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2001年 / 94卷 / 01期
关键词：
Markov chain; occupation time; Darling-Kac's condition; regularity;
D O I：
10.1016/S0304-4149(01)00079-5
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：
In this paper, we establish the moderate deviations for occupation times of Markov processes under the conditions given in Darling-Kac (1957. Trans, Amer. Math. Soc. 84, 444-458). When applied to the law of the iterated logarithm, our results generalize: those obtained in Marcus-Rosen (1994a. Ann. Probab. 22, 626-658; 1994b, Ann, Inst. Henri Poincare Probab, Statist. 30, 467-399) for Levy processes and random walks, and those obtained recently by the author (1999, Ann. Probab. 27, 1324-1346) for Harris recurrent Markov chains. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：51 / 70
页数：20
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