메뉴 건너뛰기




Volumn 27, Issue 3, 1999, Pages 1324-1346

How often does a Harris recurrent Markov chain recur?

Author keywords

Additive functional; Harris recurrence; Invariant measure; Markov chain; Regularity

Indexed keywords


EID: 0033164214     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022677449     Document Type: Article
Times cited : (30)

References (22)
  • 1
    • 0000331489 scopus 로고
    • Large deviations for vector-valued functional of a Markov chain: Lower bounds
    • DE ACOSTA A. (1988). Large deviations for vector-valued functional of a Markov chain: lower bounds. Ann. Probab. 16 925-960.
    • (1988) Ann. Probab. , vol.16 , pp. 925-960
    • De Acosta, A.1
  • 2
    • 0042878084 scopus 로고    scopus 로고
    • Moderate deviations for empirical measures of Markov chains: Upper bounds
    • DE ACOSTA, A. and CHEN, X. (1998). Moderate deviations for empirical measures of Markov chains: upper bounds. J. Theoret. Probab. 11 1075-1110.
    • (1998) J. Theoret. Probab. , vol.11 , pp. 1075-1110
    • De Acosta, A.1    Chen, X.2
  • 3
    • 0000991156 scopus 로고
    • A new approach to the limit theory of recurrent Markov chains
    • ATHREYA, K. B. and NEY, P. (1978). A new approach to the limit theory of recurrent Markov chains. Trans. Amer. Math. Soc. 245 493-501.
    • (1978) Trans. Amer. Math. Soc. , vol.245 , pp. 493-501
    • Athreya, K.B.1    Ney, P.2
  • 4
    • 85033955517 scopus 로고    scopus 로고
    • The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
    • To appear
    • CHEN, X. (1998). The law of the iterated logarithm for functionals of Harris recurrent Markov chains: self normalization. J. Theoret. Probab. To appear.
    • (1998) J. Theoret. Probab.
    • Chen, X.1
  • 5
    • 0000168954 scopus 로고
    • On additive functional of Markov chains
    • CSÁKI, E. and CSÖRGÖ, M. (1995). On additive functional of Markov chains. J. Theoret. Probab. 8 905-919.
    • (1995) J. Theoret. Probab. , vol.8 , pp. 905-919
    • Csáki, E.1    Csörgö, M.2
  • 6
    • 0009253021 scopus 로고
    • The influence of the maximum term in the addition of independent random variables
    • DARLING, D. A. (1952). The influence of the maximum term in the addition of independent random variables. Trans. Amer. Math. Soc. 73 95-107.
    • (1952) Trans. Amer. Math. Soc. , vol.73 , pp. 95-107
    • Darling, D.A.1
  • 7
    • 84968464335 scopus 로고
    • On occupation times for Markoff process
    • DARLING, D. A. and KAC, M. (1957). On occupation times for Markoff process. Trans. Amer. Math. Soc. 84 444-458.
    • (1957) Trans. Amer. Math. Soc. , vol.84 , pp. 444-458
    • Darling, D.A.1    Kac, M.2
  • 11
    • 0009295416 scopus 로고
    • On the global limit behaviour of Markov chains and of general nonsigular Markov processes
    • KRENGEL, U. (1966). On the global limit behaviour of Markov chains and of general nonsigular Markov processes. Z. Wahrsch. Verw. Gebiete 6 302-316.
    • (1966) Z. Wahrsch. Verw. Gebiete , vol.6 , pp. 302-316
    • Krengel, U.1
  • 13
    • 0000227816 scopus 로고
    • The range of stable random walks
    • LE GALL, J.-F. and ROSEN, J. (1991). The range of stable random walks. Ann. Probab. 19 650-705.
    • (1991) Ann. Probab. , vol.19 , pp. 650-705
    • Le Gall, J.-F.1    Rosen, J.2
  • 14
    • 0001232794 scopus 로고
    • Law of the iterated logarithm for the local times of symmetric Lévy processes recurrent random walks
    • MARCUS, M. B. and ROSEN, J. (1994a). Law of the iterated logarithm for the local times of symmetric Lévy processes recurrent random walks. Ann. Probab. 22 626-658.
    • (1994) Ann. Probab. , vol.22 , pp. 626-658
    • Marcus, M.B.1    Rosen, J.2
  • 15
    • 0000716092 scopus 로고
    • 2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables
    • 2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables. Ann. Inst. H. Poincaré Probab. Statist. 30 467-499.
    • (1994) Ann. Inst. H. Poincaré Probab. Statist. , vol.30 , pp. 467-499
    • Marcus, M.B.1    Rosen, J.2
  • 17
    • 0000427555 scopus 로고
    • A splitting technique for Harris recurrent chains
    • NUMELIN, E. (1978). A splitting technique for Harris recurrent chains. Z. Wahrsch. Verw. Gebiete 43 309-318.
    • (1978) Z. Wahrsch. Verw. Gebiete , vol.43 , pp. 309-318
    • Numelin, E.1
  • 21
    • 0003737306 scopus 로고
    • North-Holland, Amsterdam
    • REVUZ, D. (1975). Markov Chains. North-Holland, Amsterdam.
    • (1975) Markov Chains
    • Revuz, D.1
  • 22
    • 0000187468 scopus 로고
    • Loi functionelle du logarithme itéré pour les processus de Markov récurrents
    • TOUATI, A. (1990). Loi functionelle du logarithme itéré pour les processus de Markov récurrents. Ann. Probab. 18 140-159.
    • (1990) Ann. Probab. , vol.18 , pp. 140-159
    • Touati, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.