An invariance principle for the law of the iterated logarithm for some Markov chains
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Publication:3144107
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
Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (9)
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 ⋮ 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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