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The law of the iterated logarithm for additive functionals of Markov chains

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  • Miao, Yu
  • Yang, Guangyu

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].

Suggested Citation

  • Miao, Yu & Yang, Guangyu, 2008. "The law of the iterated logarithm for additive functionals of Markov chains," Statistics & Probability Letters, Elsevier, vol. 78(3), pages 265-270, February.
  • Handle: RePEc:eee:stapro:v:78:y:2008:i:3:p:265-270
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    Cited by:

    1. DembiƄska, Anna, 2014. "Asymptotic behavior of central order statistics from stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 348-372.

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