THE LAW OF THE ITERATED LOGARITHM FOR RANDOM DYNAMICAL SYSTEM WITH JUMPS AND STATE-DEPENDENT JUMP INTENSITY

被引：1

作者：

Kubieniec, Joanna ^{[1
]}

机构：

[1] Univ Silesia Katowice, Inst Math, Bankowa 14, PL-40007 Katowice, Poland

来源：

ANNALES MATHEMATICAE SILESIANAE | 2021年 / 35卷 / 02期

关键词：

Markov operator; Markov chain; law of the iterated logarithm; MARKOV-PROCESSES;

D O I：

10.2478/amsil-2021-0011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a state -dependent 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.

引用

页码：236 / 249

页数：14

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