The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

Eva Löcherbach; Dasha Loukianova

doi:10.1016/j.spa.2008.11.006

The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

Eva Löcherbach
, Dasha Loukianova

Université de PARIS XII
Université d'Evry Val d'Essonne

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization.

Original language	English
Pages (from-to)	2312-2335
Number of pages	24
Journal	Stochastic Processes and their Applications
Volume	119
Issue number	7
DOIs	https://doi.org/10.1016/j.spa.2008.11.006
Publication status	Published - 1 Jul 2009
Externally published	Yes

Keywords

Additive functionals
Continuous time Markov processes
Harris recurrence
Law of iterated logarithm
Nummelin splitting

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10.1016/j.spa.2008.11.006

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title = "The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes",

abstract = "We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization.",

keywords = "Additive functionals, Continuous time Markov processes, Harris recurrence, Law of iterated logarithm, Nummelin splitting",

author = "Eva L{\"o}cherbach and Dasha Loukianova",

year = "2009",

month = jul,

day = "1",

doi = "10.1016/j.spa.2008.11.006",

language = "English",

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T1 - The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

AU - Löcherbach, Eva

AU - Loukianova, Dasha

PY - 2009/7/1

Y1 - 2009/7/1

N2 - We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization.

AB - We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization.

KW - Additive functionals

KW - Continuous time Markov processes

KW - Harris recurrence

KW - Law of iterated logarithm

KW - Nummelin splitting

UR - https://www.scopus.com/pages/publications/67349097850

U2 - 10.1016/j.spa.2008.11.006

DO - 10.1016/j.spa.2008.11.006

M3 - Article

AN - SCOPUS:67349097850

SN - 0304-4149

VL - 119

SP - 2312

EP - 2335

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 7

ER -

The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

Abstract

Keywords

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