The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity
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.
Keywords
Markov operator; Markov chain; law of the iterated logarithm
References
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Instytut Matematyki, Uniwersytet Śląski w Katowicach Poland
https://orcid.org/0000-0003-0992-3306
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