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An Almost Sure Invariance Principle for Additive Functionals of Markov Chains

F. Rassoul-Agha, T. Seppalainen

Published 2004-11-26, updated 2005-10-19Version 2

We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment bound on the resolvent.

Comments: Just added MSC-classification to the previous version
Journal: Statist. Probab. Lett. 78 (2008), 854-860
Categories: math.PR
Subjects: 60F17, 60J10
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