An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains

Guangyu Yang; Yu Miao

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An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains

Guangyu Yang·Yu Miao

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Abstract

In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the resolvent.

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BibTeX RIS

Guangyu Yang, Yu Miao. 2007-02-28. An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains. https://arxiv.org/abs/math/0609593

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