An almost sure invariance principle for additive functionals of Markov chains

F. Rassoul-Agha and T. Seppäläinen

Statistics & Probability Letters, 2008, vol. 78, issue 7, 854-860

Abstract: We prove an invariance principle 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.

Date: 2008
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