General Law of iterated logarithm for Markov processes: Limsup law
Abstract
In this paper, we discuss general criteria of limsup law of iterated logarithm (LIL) for continuous-time Markov processes. We consider minimal assumptions for LILs to hold at zero(at infinity, respectively) in general metric measure spaces. We establish LILs under local assumptions near zero (near infinity, respectively) on uniform bounds of the expectations of first exit times from balls in terms of a function and uniform bounds on the tails of the jumping kernel in terms of a function . The main result is that a simple ratio test in terms of the functions and completely determines whether there exists a positive non-decreasing function such that is positive and finite a.s., or not. Our results cover a large class of subordinate diffusions, jump processes with mixed polynomial local growths, jump processes with singular jumping kernels and random conductance models with long range jumps.
Keywords
Cite
@article{arxiv.2102.01917,
title = {General Law of iterated logarithm for Markov processes: Limsup law},
author = {Soobin Cho and Panki Kim and Jaehun Lee},
journal= {arXiv preprint arXiv:2102.01917},
year = {2023}
}
Comments
50 pages, 3 figures. For the sake of readability, a few minor changes have been made