IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v181y2025ics0304414924002606.html
   My bibliography  Save this article

Laws of the iterated logarithm for occupation times of Markov processes

Author

Listed:
  • Cho, Soobin
  • Kim, Panki
  • Lee, Jaehun

Abstract

In this paper, we discuss the laws of the iterated logarithm (LIL) for occupation times of Markov processes Y in general metric measure space near zero (near infinity, respectively) under minimal assumptions around zero (near infinity, respectively). The LILs near zero in this paper cover the case that the function Φ in our truncated occupation times r↦∫0Φ(x,r)1B(x,r)(Ys)ds is spatially dependent on the variable x. Such function Φ(x,r) is an iterated logarithm of mean exit times of Y from balls B(x,r) of radius r. We first establish LILs of (truncated) occupation times on balls B(x,r) up to the function Φ(x,r) Our first result on LILs of occupation times covers both near zero and near infinity cases, irrespective of transience and recurrence of the process. Further, we establish a similar LIL for total occupation times r↦∫0∞1B(x,r)(Ys)ds when the process is transient. Our second main result addresses large time behaviors of occupation times t↦∫0t1A(Ys)ds under an additional condition that guarantees the recurrence of the process. Our results cover a large class of Feller (Levy-like) processes, random conductance models with long range jumps, jump processes with mixed polynomial local growths and jump processes with singular jumping kernels.

Suggested Citation

  • Cho, Soobin & Kim, Panki & Lee, Jaehun, 2025. "Laws of the iterated logarithm for occupation times of Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 181(C).
  • Handle: RePEc:eee:spapps:v:181:y:2025:i:c:s0304414924002606
    DOI: 10.1016/j.spa.2024.104552
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414924002606
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spa.2024.104552?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:181:y:2025:i:c:s0304414924002606. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.