An Almost Sure Invariance Principle for Additive Functionals of Markov Chains
Probability
2011-10-20 v2
Abstract
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.
Cite
@article{arxiv.math/0411603,
title = {An Almost Sure Invariance Principle for Additive Functionals of Markov Chains},
author = {F. Rassoul-Agha and T. Seppalainen},
journal= {arXiv preprint arXiv:math/0411603},
year = {2011}
}
Comments
Just added MSC-classification to the previous version