Functional law of iterated logarithm for additive functionals of reversible Markov processes (Q1568246)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Functional law of iterated logarithm for additive functionals of reversible Markov processes |
scientific article; zbMATH DE number 1462505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional law of iterated logarithm for additive functionals of reversible Markov processes |
scientific article; zbMATH DE number 1462505 |
Statements
Functional law of iterated logarithm for additive functionals of reversible Markov processes (English)
0 references
6 May 2001
0 references
The functional law of iterated logarithm or the strong invariance principle of Strassen for an additive functional \((A_t)\) of a reversible Markov process is obtained. The results hold under the minimal condition that \(\exists \lim_{t\to \infty}EA_t^2/t\) in \(R.\) The author uses the forward-backward martingale decomposition technique and limit theorems for martingales. An extension of the functional central limit theorem of Kipnis and Varadhan is obtained.
0 references
functional law of iterated logarithm
0 references
forward-backward martingale decomposition
0 references
reversible Markov processes
0 references
0 references