An almost sure invariance principle for additive functionals of Markov chains

DOI10.1016/j.spl.2007.09.011zbMath1139.60317arXivmath/0411603OpenAlexW2054992716MaRDI QIDQ927359

Firas Rassoul-Agha, Timo Seppäläinen

Publication date: 5 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0411603

Mathematics Subject Classification ID

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

Related Items (7)

Analysis of random walks in dynamic random environments via \(L^2\)-perturbations ⋮ On the functional CLT for stationary Markov chains started at a point ⋮ Almost sure invariance principles via martingale approximation ⋮ Random walk in Markovian environment ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ Pointwise ergodic theorems with rate and application to the CLT for Markov chains ⋮ Quenched Invariance Principles via Martingale Approximation

Cites Work

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• Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• The central limit theorem for Markov chains started at a point
• Central limit theorems for additive functionals of Markov chains.
• An almost sure invariance principle for random walks in a space-time random environment
• Fractional Poisson equations and ergodic theorems for fractional coboundaries

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