On the limit laws of the second order for additive functionals of Harris recurrent Markov chains |
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| Authors: | Xia Chen |
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| Affiliation: | (1) Xia Chen Department of Mathematics, University of Utah, Salt Lake City, UT 84112 USA. e-mail: xchen@math.utah.edu, US |
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| Abstract: | Let {X n } n ≥0 be a Harris recurrent Markov chain with state space E and invariant measure π. The law of the iterated logarithm and the law of weak convergence are given for the additive functionals of the form where ƒ is a real π-centered function defined on E. Some similar results are also obtained for additive functionals which are martingales associated with {X n } n ≥0. Received: 15 September 1998 / Revised version: 1 April 1999 |
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| Keywords: | and phrases: Law of the iterated logarithm – Weak convergence – Harris recurrence – Regularity |
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