The Strassen invariance principle for certain non-stationary Markov-Feller chains

DOI10.3233/ASY-191592MaRDI QIDQ4999973zbMATH OpenFDO

Authors Dawid Czapla, Katarzyna Horbacz, Hanna Wojewódka-Ściążko

Publication date 5 July 2021

Published in Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.07300

zbMATH Keywords

Markov chaininvariant measurerandom dynamical systemlaw of iterated logarithmasymptotic coupling

Mathematics Subject Classification ID

Biochemistry, molecular biology (92C40) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Transition functions, generators and resolvents (60J35)

Abstract: We propose certain conditions which are sufficient for the functional law of the iterated logarithm (the Strassen invariance principle) for some general class of non-stationary Markov-Feller chains. This class may be briefly specified by the following two properties: firstly, the transition operator of the chain under consideration enjoys a non-linear Lyapunov-type condition, and secondly, there exists an appropriate Markovian coupling whose transition probability function can be decomposed into two parts, one of which is contractive and dominant in some sense. The construction of such a coupling derives from the paper of M. Hairer (Probab. Theory Related Fields, 124(3):345--380, 2002). Our criterion may serve as a useful tool in verifying the functional law of the iterated logarithm for certain random dynamical systems, developed eg. in molecular biology. In the final part of the paper we present an example application of our main theorem to the mathematical model describing stochastic dynamics of gene expression.

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Cited in

(8)

• On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows
• The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity
• The Invariance Principle for Some Class of Markov Chains
• Limit theorems of additive functionals for regime-switching diffusions with infinite delay
• The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
• 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

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