具有跳跃和状态相关跳跃强度的随机动力系统的迭代对数律

IF 0.4 Q4 MATHEMATICS

Annales Mathematicae Silesianae Pub Date : 2021-08-30 DOI:10.2478/amsil-2021-0011

J. Kubieniec

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引用次数: 0

摘要

摘要本文研究了一类具有状态依赖跳跃强度的分段确定性马尔可夫过程的马尔可夫链，该马尔可夫过程在[4]中具有指数遍历性。利用[3]的结果，我们证明了迭代对数定律适用于这种模型。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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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.

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来源期刊

Annales Mathematicae Silesianae Mathematics-Mathematics (all)

CiteScore

0.60

自引率

25.00%

发文量

审稿时长

27 weeks