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

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• 作者：Yu Miao ; Guangyu Yang
• 关键词：Markov chains ; The law of the iterated logarithm ; Additive functionals ; Dunford&#x2013 ; Schwartz operator ; Shift processes
• 刊名：Statistics and Probability Letters
• 出版年：2008
• 出版时间：15 February 2008
• 年：2008
• 卷：78
• 期：3
• 页码：265-270
• 全文大小：148 K

文摘

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), 713–724].