Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance
Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance
In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our results apply to additive functionals of processes governed by stochastically continuous Markov-Feller semigroups that exhibit exponential mixing and non-expansiveness in the Wasserstein norm, provided that a suitable moment condition on the initial distributions is satisfied.
Dawid Czapla、Sander C. Hille、Katarzyna Horbacz、Hanna Wojewódka-Ściążko
数学
Dawid Czapla,Sander C. Hille,Katarzyna Horbacz,Hanna Wojewódka-Ściążko.Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance[EB/OL].(2025-07-01)[2025-07-16].https://arxiv.org/abs/2507.01144.点此复制
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