| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153713 | Statistics & Probability Letters | 2008 | 6 Pages |
Abstract
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 Maxwell and Woodroofe [2000. Central limit theorems for additive functionals of Markov chains. Ann. Probab. 28(2), 713-724].
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yu Miao, Guangyu Yang,