The Law of the Iterated Logarithm for Random Dynamical System with Jumps and State-Dependent Jump Intensity
30 ago 2021
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Publicado en línea: 30 ago 2021
Páginas: 236 - 249
Recibido: 08 may 2021
Aceptado: 09 ago 2021
DOI: https://doi.org/10.2478/amsil-2021-0011
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© 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.