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

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

2007-01-05

arxiv.org/abs/math/0701167v2

Mathematics

Probability

7 pages

Scientific paper

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
M. Maxwell and M. Woodroofe (2000). The main technique is the martingale
argument and the theory of fractional coboundaries.

Affiliated with

Also associated with

No associations

Rating

The law of the iterated logarithm for additive functionals of Markov chains does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with The law of the iterated logarithm for additive functionals of Markov chains, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The law of the iterated logarithm for additive functionals of Markov chains will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-16435