An invariance principle for the law of the iterated logarithm for some Markov chains

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

2011-08-29

arxiv.org/abs/1108.5568v2

Mathematics

Probability

Scientific paper

The Strassen's invariance principle for additive functionals of Markov chains
with spectral gap in the Wasserstein metric is proved.

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