An invariance principle for the law of the iterated logarithm for vector-valued additive functionals of Markov chains
Yang, Guangyu ; Miao, Yu ; Zhang, Xiaocai
Mathematical Communications, Tome 18 (2013) no. 1, p. 79-86 / Harvested from Mathematical Communications
Text on Mathematical Communications
In this note, we prove the Strassen's strong invariance principle for vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries.
Publié le : 2013-05-04
Classification:  
@article{mc228,
     author = {Yang, Guangyu and Miao, Yu and Zhang, Xiaocai},
     title = {An invariance principle for the law of the iterated logarithm for vector-valued additive functionals of Markov chains},
     journal = {Mathematical Communications},
     volume = {18},
     number = {1},
     year = {2013},
     pages = { 79-86},
     language = {eng},
     url = {http://dml.mathdoc.fr/item/mc228}
}

Yang, Guangyu; Miao, Yu; Zhang, Xiaocai. An invariance principle for the law of the iterated logarithm for vector-valued additive functionals of Markov chains. Mathematical Communications, Tome 18 (2013) no. 1, pp.  79-86. http://gdmltest.u-ga.fr/item/mc228/