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

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

2006-09-21

arxiv.org/abs/math/0609593v3

Mathematics

Probability

9 pages

Scientific paper

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.

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