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

Joanna Kubieniec

doi:10.2478/amsil-2021-0011

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

Annales Mathematicae Silesianae

Volume 35 (2021): Issue 2 (September 2021)

By: Joanna Kubieniec

Open Access

|Aug 2021

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.

References

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Articles in this issue

DOI: https://doi.org/10.2478/amsil-2021-0011 | Journal eISSN: 2391-4238 | Journal ISSN: 0860-2107

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Language: English

Page range: 236 - 249

Submitted on: May 8, 2021

Accepted on: Aug 9, 2021

Published on: Aug 30, 2021

Published by: University of Silesia in Katowice, Institute of Mathematics

In partnership with: Paradigm Publishing Services

Publication frequency: 2 issues per year

Keywords:

Markov operator,

Markov chain,

law of the iterated logarithm

Related subjects:

Mathematics,

General mathematics

© 2021 Joanna Kubieniec, published by University of Silesia in Katowice, Institute of Mathematics
This work is licensed under the Creative Commons Attribution 4.0 License.

Volume 35 (2021): Issue 2 (September 2021)