Chapter 3 Uniform LILI for Markov chains with a countable state space 3 . 1

@inproceedings{mChapter3U,
  title={Chapter 3 Uniform LILI for Markov chains with a countable state space 3 . 1},
  author={F πm}
}
  • F πm
Let (S, G, P) be a probability space and let F be a set of measurable functions on S with an envelope function F finite everywhere. Let X 1 , X 2 , ... be a strictly stationary sequence of random variables with distribution P. We say the compact LIL holds over F with respect to {X i } if there exists a compact set K in l ∞ (F) such that, with probability… CONTINUE READING