Chung's law for additive functionals of positive recurrent Markov chains
β Scribed by Xia Chen
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 111 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
A lim inf law of the iterated logarithm is obtained for additive functionals of positive recurrent Markov chains under some minimum conditions.
π SIMILAR VOLUMES
We obtain Rosenthal-type inequalities and an estimate for large-deviation probabilities in the case of bounded additive functionals of a Markov chain under regularity assumptions via the Nummelin splitting technique.
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