An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains

Publication date 21 September 2006

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Abstract: In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the resolvent.

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