The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity

Joanna Kubieniec

Published: 2021-08-30

Vol. 35 No. 2 (2021)

The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity

Joanna Kubieniec

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

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Kubieniec, J. (2021). The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity. Annales Mathematicae Silesianae, 35(2), 236–249. Retrieved from https://journals.us.edu.pl/index.php/AMSIL/article/view/13449

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References

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Vol. 35 No. 2 (2021)
Published: 2021-09-10

ISSN: 0860-2107

eISSN: 2391-4238

10.1515/amsil

Publisher

University of Silesia Press

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