The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes |
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| Authors: | Eva Lö cherbach,Dasha Loukianova |
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| Affiliation: | 1. Centre de Mathématiques, Faculté de Sciences et Technologie, Université Paris-Est, 61 avenue du Général de Gaulle, 94010 Créteil Cedex, France;2. Département de Mathématiques, Université d’Evry-Val d’Essonne, Bd François Mitterrand, 91025 Evry Cedex, France |
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| Abstract: | We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additive functionals of a Harris recurrent Markov process, with deterministic or random renormalization. |
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| Keywords: | 60F99 60J35 60J55 60J60 |
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