Cahiers du CEREMADE |
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Unité
Mixte de Recherche du C.N.R.S. N°7534 |
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Abstract : We study exponentially asymptotic behaviors for the trajectories of additive functionals of Harris Markov chains. In the main result, we establish a moderate deviation jointed by two additive functionals of different growth rates. In particular, we achieve the functional moderate deviations in two different scales. As application, we obtain a functional law of LIL, which leads to a variety of strong limit laws in the spirit of Strassen (1964). |
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2002-3 |
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04-03-2002 |
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Université
de PARIS - DAUPHINE Place du Maréchal de Lattre De Tassigny - 75775 PARIS CEDEX 16 - FRANCE Téléphone : +33 (0)1 44-05-49-23 - fax : +33 (0)1 44-05-45-99 |