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

2007/01/05 by Yu Miao, Miao, Yu, Guangyu Yang +1
Economics, Econometrics and Finance · Mathematics · #60F05 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F05

paper · pdf · doi:10.48550/arxiv.math/0701167

7 pages

openalex publication_date 2007/01/05 · arxiv created 2007/02/22 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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 M. Maxwell and M. Woodroofe (2000). The main technique is the martingale argument and the theory of fractional coboundaries.

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