Geodesic
An invariance principle for the law of the iterated logarithm for some Markov chains
W. Bołt1 ; A. A. Majewski1 ; T. Szarek1
1 Institute of Mathematics University of Gdańsk Wita Stwosza 57 80-952 Gdańsk, Poland
Studia Mathematica, Tome 212 (2012) no. 1, pp. 41-53

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
DOI : 10.4064/sm212-1-3
Keywords: strassens invariance principle additive functionals markov chains spectral gap wasserstein metric proved

W. Bołt 1 ; A. A. Majewski 1 ; T. Szarek 1

1 Institute of Mathematics University of Gdańsk Wita Stwosza 57 80-952 Gdańsk, Poland 
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W. Bołt; A. A. Majewski; T. Szarek. An invariance principle for the law of the iterated logarithm for some Markov chains. Studia Mathematica, Tome 212 (2012) no. 1, pp. 41-53. doi: 10.4064/sm212-1-3

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