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arXiv:math/0609593 [math.PR]AbstractReferencesReviewsResources

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

Guangyu Yang, Yu Miao

Published 2006-09-21, updated 2007-02-28Version 3

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.

Comments: 9 pages
Categories: math.PR
Subjects: 60F17, 60J10, 60J55
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