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

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Joanna Kubieniec
Keyword(s):  
Dynamical System ◽  
Markov Chain ◽  
Law Of Iterated Logarithm ◽  
Random Dynamical System ◽  
Piecewise Deterministic Markov Process ◽  
Exponential Ergodicity ◽  
Iterated Logarithm ◽  
State Dependent ◽  
Jump Intensity ◽  
The Law

Abstract 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.

The Law of Iterated Logarithm

1994 ◽  
pp. 443-460
Author(s):  
V. S. Koroljuk ◽  
Yu. V. Borovskich
Keyword(s):  
Law Of Iterated Logarithm ◽  
Iterated Logarithm ◽  
The Law
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