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 state-dependent 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.