Using the forward-backward martingale decomposition and the martingale limit theorems, we establish the functional law of iterated logarithm for an additive functional (At) of a reversible Markov process, under the mi...Using the forward-backward martingale decomposition and the martingale limit theorems, we establish the functional law of iterated logarithm for an additive functional (At) of a reversible Markov process, under the minimal condition that σ~2(A)= tim BA_t~2/t exists in R. We extend also t →∞ the previous remarkable functional central limit theorem of Kipnis and Varadhan.展开更多
基金the National Natural Sciences Foundation of China the Foundation of Y.D. Fok.
文摘Using the forward-backward martingale decomposition and the martingale limit theorems, we establish the functional law of iterated logarithm for an additive functional (At) of a reversible Markov process, under the minimal condition that σ~2(A)= tim BA_t~2/t exists in R. We extend also t →∞ the previous remarkable functional central limit theorem of Kipnis and Varadhan.
