An almost sure invariance principle for additive functionals of Markov chains
نویسندگان
چکیده
منابع مشابه
An Almost Sure Invariance Principle for Additive Functionals of Markov Chains
We prove an invariance principle 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.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2008
ISSN: 0167-7152
DOI: 10.1016/j.spl.2007.09.011