{
  "id": "math/0609593",
  "version": "v3",
  "published": "2006-09-21T07:22:51.000Z",
  "updated": "2007-02-28T02:34:51.000Z",
  "title": "An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains",
  "authors": [
    "Guangyu Yang",
    "Yu Miao"
  ],
  "comment": "9 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2007-02-28T02:34:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F17",
      "60J10",
      "60J55"
    ],
    "keywords": [
      "markov chain",
      "iterated logarithm",
      "strassens strong invariance principle",
      "martingale argument",
      "moment bound"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2006math......9593Y"
    }
  }
}