Original scientific paper

An invariance principle for the law of the iterated logarithm for vector-valued additive functionals of Markov chains

Guangyu Yang ; Department of Mathematics, Zhengzhou University, Zhengzhou, P. R. China
Yu Miao ; College of Mathematics and Information Science, Henan Normal University, Xinxiang, P. R. China
Xiaocai Zhang ; College of Science, Henan University of Technology, Zhengzhou, P. R. China

Abstract

In this note, we prove the Strassen's strong invariance principle for vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries.

Keywords

additive functionals of Markov chains; law of the iterated logarithm; Dunford-Schwarz operator; fractional coboundaries; vector-valued martingales

Hrčak ID:

101401

URI

https://hrcak.srce.hr/101401

Publication date:

10.5.2013.

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