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An Almost Sure Invariance Principle for Additive Functionals of Markov Chains

F. Rassoul-Agha·T. Seppalainen
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Abstract

We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment bound on the resolvent.

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BibTeXRIS

F. Rassoul-Agha, T. Seppalainen. 2004-11-26. An Almost Sure Invariance Principle for Additive Functionals of Markov Chains. https://arxiv.org/abs/math/0411603

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