An invariance principle for the law of the iterated logarithm for some Markov chains
W. Bołt ; A. A. Majewski ; T. Szarek
Studia Mathematica, Tome 209 (2012), p. 41-53 / Harvested from The Polish Digital Mathematics Library
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Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.

Publié le : 2012-01-01
EUDML-ID : urn:eudml:doc:285762 
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W. Bołt; A. A. Majewski; T. Szarek. An invariance principle for the law of the iterated logarithm for some Markov chains. Studia Mathematica, Tome 209 (2012) pp. 41-53. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-sm212-1-3/