An Almost Sure Invariance Principle for Additive Functionals of Markov Chains

Details An Almost Sure Invariance Principle for Additive Functionals of Markov Chains An Almost Sure Invariance Principle for Additive Functionals of Markov Chains

2004-11-26

arxiv.org/abs/math/0411603v2

Statist. Probab. Lett. 78 (2008), 854-860

Mathematics

Probability

Just added MSC-classification to the previous version

Scientific paper

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.

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