The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes - Archive ouverte HAL Access content directly
Journal Articles Stochastic Processes and their Applications Year : 2009

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.
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Dates and versions

hal-00798510 , version 1 (08-03-2013)

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Eva Loecherbach, Loukianova Dasha. The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes. Stochastic Processes and their Applications, 2009, 119 (7), pp.2312-2335. ⟨10.1016/j.spa.2008.11.006⟩. ⟨hal-00798510⟩
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