An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains
classification
🧮 math.PR
keywords
additivefunctionalsinvariancemarkovprincipleargumentboundchain
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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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