<abstract xmlns="http://www.w3.org/1999/xhtml"><p>In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump intensity for which the exponential ergodicity was obtained in [4]. Using the results from [3] we show that the law of iterated logarithm holds for such a model.</p></abstract>

In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump intensity for which the exponential ergodicity was obtained in [4]. Using the results from [3] we show that the law of iterated logarithm holds for such a model.

The Law of the Iterated Logarithm for Random Dynamical System with Jumps and State-Dependent Jump Intensity

Annales Mathematicae Silesianae

This work is licensed under the Creative Commons Attribution 4.0 International License.

In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump...

具有跳跃和状态相关跳跃强度的随机动力系统的重对数定律

在线发布:2021年8月30日

页面范围： 236 - 249

收到:2021年5月8日

认可的:2021年8月9日

内政部： https://doi.org/10.2478/amsil-2021-0011

关键词
马尔可夫算子,马尔可夫链,重对数定律

©2021 Joanna Kubieniec，由Sciendo出版

本作品根据知识共享署名4.0国际许可证授权。