An almost sure invariance principle for additive functionals of Markov chains
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Publication:927359
DOI10.1016/j.spl.2007.09.011zbMath1139.60317arXivmath/0411603MaRDI QIDQ927359
Firas Rassoul-Agha, Timo Seppäläinen
Publication date: 5 June 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0411603
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60F17: Functional limit theorems; invariance principles
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Quenched Invariance Principles via Martingale Approximation, Quenched limit theorems for Fourier transforms and periodogram, On the functional CLT for stationary Markov chains started at a point, Almost sure invariance principles via martingale approximation, Pointwise ergodic theorems with rate and application to the CLT for Markov chains, Random walk in Markovian environment, Analysis of random walks in dynamic random environments via \(L^2\)-perturbations
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