Moderate deviations for Markovian occupation times

被引：12

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

页码：51 / 70

页数：20

共 16 条

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