An invariance principle for the law of the iterated logarithm for some Markov chains
W. Bołt; A. A. Majewski; T. Szarek
Studia Mathematica (2012)
- Volume: 212, Issue: 1, page 41-53
- ISSN: 0039-3223
Access Full Article
top
Abstract
topHow to cite
topW. Bołt, A. A. Majewski, and T. Szarek. "An invariance principle for the law of the iterated logarithm for some Markov chains." Studia Mathematica 212.1 (2012): 41-53. <http://eudml.org/doc/285762>.
@article{W2012,
abstract = {Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.},
author = {W. Bołt, A. A. Majewski, T. Szarek},
journal = {Studia Mathematica},
keywords = {ergodicity of Markov families; invariant measure; law of iterated logarithm},
language = {eng},
number = {1},
pages = {41-53},
title = {An invariance principle for the law of the iterated logarithm for some Markov chains},
url = {http://eudml.org/doc/285762},
volume = {212},
year = {2012},
}
TY - JOUR
AU - W. Bołt
AU - A. A. Majewski
AU - T. Szarek
TI - An invariance principle for the law of the iterated logarithm for some Markov chains
JO - Studia Mathematica
PY - 2012
VL - 212
IS - 1
SP - 41
EP - 53
AB - Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
LA - eng
KW - ergodicity of Markov families; invariant measure; law of iterated logarithm
UR - http://eudml.org/doc/285762
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.