Functional law of iterated logarithm for additive functionals of reversible Markov processes (Q1568246)
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English | Functional law of iterated logarithm for additive functionals of reversible Markov processes |
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Functional law of iterated logarithm for additive functionals of reversible Markov processes (English)
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6 May 2001
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The functional law of iterated logarithm or the strong invariance principle of Strassen for an additive functional \((A_t)\) of a reversible Markov process is obtained. The results hold under the minimal condition that \(\exists \lim_{t\to \infty}EA_t^2/t\) in \(R.\) The author uses the forward-backward martingale decomposition technique and limit theorems for martingales. An extension of the functional central limit theorem of Kipnis and Varadhan is obtained.
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functional law of iterated logarithm
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forward-backward martingale decomposition
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reversible Markov processes
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