{
  "id": "math/0411603",
  "version": "v2",
  "published": "2004-11-26T18:30:53.000Z",
  "updated": "2005-10-19T00:06:34.000Z",
  "title": "An Almost Sure Invariance Principle for Additive Functionals of Markov Chains",
  "authors": [
    "F. Rassoul-Agha",
    "T. Seppalainen"
  ],
  "comment": "Just added MSC-classification to the previous version",
  "journal": "Statist. Probab. Lett. 78 (2008), 854-860",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2005-10-19T00:06:34.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F17",
      "60J10"
    ],
    "keywords": [
      "sure invariance principle",
      "markov chain",
      "additive functional",
      "functional central limit theorem",
      "ergodic equilibrium distribution"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2004math.....11603R"
    }
  }
}