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arxiv: math/0411603 · v2 · pith:KMX2VR5Tnew · submitted 2004-11-26 · 🧮 math.PR

An Almost Sure Invariance Principle for Additive Functionals of Markov Chains

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keywords additivealmostfunctionalinvariancemarkovprincipleboundcentral
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We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment bound on the resolvent.

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