scholarly journals The Law of the Iterated Logarithm for a Markov Process

1970 ◽  
Vol 41 (3) ◽  
pp. 945-955 ◽  
Author(s):  
R. P. Pakshirajan ◽  
M. Sreehari
Author(s):  
BYRON SCHMULAND ◽  
WEI SUN

The classical Dirichlet form given by the intrinsic gradient on Γℝd is associated with a Markov process consisting of a countable family of interacting diffusions. By considering each diffusion as a particle with unit mass, the randomly evolving configuration can be thought of as a Radon measure valued diffusion. The quasi-sure analysis of Dirichlet forms is used to find exceptional sets of configurations for this Markov process. We consider large scale properties of the configuration and show that, for quite general measures, the process never hits those unusual configurations that violate the law of large numbers. Furthermore, for certain Gibbs measures, which model random particles in ℝd that interact via a potential function, we show, for d=1, 2, that the process never hits those unusual configurations that violate the law of the iterated logarithm.


1987 ◽  
Vol 74 (3) ◽  
pp. 319-340 ◽  
Author(s):  
J. Kuelbs ◽  
M. Ledoux

Author(s):  
Klaudiusz Czudek ◽  
Tomasz Szarek ◽  
Hanna Wojewódka-Ściążko

2004 ◽  
pp. 111-126
Author(s):  
Stanislaw Kwapień ◽  
Rafał Latała ◽  
Krzysztof Oleszkiewicz ◽  
Joel Zinn

Author(s):  
R. A. Maller

AbstractThe main purpose of the paper is to give necessary and sufficient conditions for the almost sure boundedness of (Sn – αn)/B(n), where Sn = X1 + X2 + … + XmXi being independent and identically distributed random variables, and αnand B(n) being centering and norming constants. The conditions take the form of the convergence or divergence of a series of a geometric subsequence of the sequence P(Sn − αn > a B(n)), where a is a constant. The theorem is distinguished from previous similar results by the comparative weakness of the subsidiary conditions and the simplicity of the calculations. As an application, a law of the iterated logarithm general enough to include a result of Feller is derived.


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