The Law of the Iterated Logarithm for Random Dynamical System with Jumps and State-Dependent Jump Intensity
Aug 30, 2021
About this article
Published Online: Aug 30, 2021
Page range: 236 - 249
Received: May 08, 2021
Accepted: Aug 09, 2021
DOI: https://doi.org/10.2478/amsil-2021-0011
Keywords
© 2021 Joanna Kubieniec, published by Sciendo
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 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.