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

DOI10.4064/SM212-1-3zbMATH Open1280.60043arXiv1108.5568OpenAlexW2019266991MaRDI QIDQ3144107FDOQ3144107

Authors:

Publication date: 6 December 2012

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

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

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

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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)

Cited In (15)

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

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