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
Département de Mathématiques
Université d'Evry Val d'Essonne

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

6 Citations (Scopus)

Résumé

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.

langue originale	Anglais
Pages (de - à)	2312-2335
Nombre de pages	24
journal	Stochastic Processes and their Applications
Volume	119
Numéro de publication	7
Les DOIs	https://doi.org/10.1016/j.spa.2008.11.006
état	Publié - 1 juil. 2009
Modification externe	Oui

Accès au document

10.1016/j.spa.2008.11.006

Autres fichiers et liens

Lien vers la publication dans Scopus

Contient cette citation

@article{d94b12869ae746faa513be0fddcaa1ce,

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",

volume = "119",

pages = "2312--2335",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

number = "7",

}

TY - JOUR

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

Résumé

Accès au document

Autres fichiers et liens

Empreinte digitale

Contient cette citation