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

被引：4

作者：

Miao, Yu ^{[1
]}

Yang, Guangyu ^{[2
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Henan 453007, Peoples R China

[2] Zhengzhou Univ, Dept Math, Zhengzhou 450052, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 03期

关键词：

Markov chains; the law of the iterated logarithm; additive functionals; Dunford-Schwartz operator; shift processes;

D O I：

10.1016/j.spl.2007.05.032

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 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), 713-7241. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：265 / 270

页数：6

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