An invariance principle for the law of the iterated logarithm for some Markov chains

DOI10.4064/SM212-1-3zbMath1280.60043arXiv1108.5568OpenAlexW2019266991MaRDI QIDQ3144107

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Publication date: 6 December 2012

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.5568

zbMATH Keywords

invariant measurelaw of iterated logarithmergodicity of Markov families

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (10)

Limit theorems for some Markov chains ⋮ Limit theorems for additive functionals of path-dependent SDEs ⋮ Limit theorems of additive functionals for regime-switching diffusions with infinite delay ⋮ Exponential rate of convergence for some Markov operators ⋮ Synchronization rates and limit laws for random dynamical systems ⋮ The law of the iterated logarithm for passive tracer in a two-dimensional flow ⋮ Law of the iterated logarithm for some Markov operators ⋮ Limit theorems for additive functionals of stochastic functional differential equations with infinite delay ⋮ The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations ⋮ The Strassen invariance principle for certain non-stationary Markov–Feller chains

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