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

DOI10.4064/SM212-1-3MaRDI QIDQ3144107zbMATHOpenAlexFDO

Authors

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

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

Abstract: The Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.

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Cited in

(15)

• Exponential rate of convergence for some Markov operators
• Limit theorems of additive functionals for regime-switching diffusions with infinite delay
• The Invariance Principle for Some Class of Markov Chains
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• Empirical law of the iterated logarithm for Markov chains with a countable state space.
• The law of the iterated logarithm for passive tracer in a two-dimensional flow
• Synchronization rates and limit laws for random dynamical systems
• General Law of iterated logarithm for Markov processes: Liminf laws
• The Strassen invariance principle for certain non-stationary Markov-Feller chains
• Law of the iterated logarithm for some Markov operators
• On the invariance principle and the law of iterated logarithm for stationary processes
• Limit theorems for additive functionals of path-dependent SDEs
• Limit theorems for some Markov chains
• 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 law of the iterated logarithm for additive functionals of Markov chains

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