An almost sure invariance principle for additive functionals of Markov chains
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Publication:927359
DOI10.1016/j.spl.2007.09.011zbMath1139.60317arXivmath/0411603MaRDI QIDQ927359
Timo Seppäläinen, Firas Rassoul-Agha
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
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60F17: Functional limit theorems; invariance principles
Related Items
Quenched Invariance Principles via Martingale Approximation, Quenched limit theorems for Fourier transforms and periodogram, On the functional CLT for stationary Markov chains started at a point, Almost sure invariance principles via martingale approximation, Pointwise ergodic theorems with rate and application to the CLT for Markov chains, Random walk in Markovian environment
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