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首页> 外文期刊>Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability >The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
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The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

机译:哈里斯递归马尔可夫过程的加法和and加法的对数迭代定律

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摘要

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.
机译:我们使用连续时间的Nummelin分裂来证明具有确定性或随机性重新规范化的Harris递归马尔可夫过程的加法泛函的迭代对数定律。

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