The Law of the Iterated Logarithm for Random Dynamical System with Jumps and State-Dependent Jump Intensity
| 30 août 2021
À propos de cet article
Publié en ligne: 30 août 2021
Pages: 236 - 249
Reçu: 08 mai 2021
Accepté: 09 août 2021
DOI: https://doi.org/10.2478/amsil-2021-0011
Mots clés
© 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.