Article ID Journal Published Year Pages File Type
1156252 Stochastic Processes and their Applications 2009 24 Pages PDF
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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Physical Sciences and Engineering Mathematics Mathematics (General)
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The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
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