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

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dc.creatorYang, Guangyu
dc.creatorMiao, Yu
dc.date2006-09-21
dc.date2007-02-28
dc.date.accessioned2026-07-07T07:49:08Z
dc.date.available2026-07-07T07:49:08Z
dc.descriptionIn 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.
dc.description9 pages
dc.identifierhttps://arxiv.org/abs/math/0609593
dc.identifierhttp://arxiv.org/abs/math/0609593
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/124734
dc.subjectProbability
dc.subject60F17; 60J10; 60J55
dc.titleAn invariance principle for the law of the iterated logarithm for additive functionals of Markov chains
dc.typetext

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