An almost sure invariance principle for additive functionals of Markov chains

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

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F17: Functional limit theorems; invariance principles

Related Items

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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