An Almost Sure Invariance Principle for Additive Functionals of Markov Chains
نویسندگان
چکیده
In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M. Maxwell and M. Woodroofe [7] (2000). The main technique is the martingale argument and the theory of fractional coboundaries.
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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In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M. Maxwell and M. Woodroofe [7] (2000). The main technique is the martingale argument and the theory of fractional coboundaries.
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تاریخ انتشار 2007