<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...

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

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
Markov operator, Markov chain, law of the iterated logarithm

© 2021 Joanna Kubieniec, published by Sciendo

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

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

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 clésMarkov operator, Markov chain, law of the iterated logarithm

© 2021 Joanna Kubieniec, published by Sciendo

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

Mots clés
Markov operator, Markov chain, law of the iterated logarithm