The law of the iterated logarithm for additive functionals of Markov chains
نویسندگان
چکیده
منابع مشابه
An Invariance Principle for the Law of the Iterated Logarithm for Additive Functionals of Markov Chains
In this paper, we prove Strassen’s strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the resolvent.
متن کاملThe Law of the Iterated Logarithm for Additive Functionals of Markov Chains
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 M. Maxwell and M. Woodroofe [7] (2000). The main technique is the martingale argument and the theory of fractional coboundaries.
متن کاملAn invariance principle for the law of the iterated logarithm for vector-valued additive functionals of Markov chains
In this note, we prove the Strassen’s strong invariance principle for vectorvalued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. AMS subject classifications: 60F05, 60J05
متن کاملEmpirical law of the iterated logarithm for Markov chains with a countable state space
We find conditions which are sufficient and nearly necessary for the compact and bounded law of the iterated logarithm for Markov chains with a countable state space.
متن کاملstudy of cohesive devices in the textbook of english for the students of apsychology by rastegarpour
this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2008
ISSN: 0167-7152
DOI: 10.1016/j.spl.2007.05.032