Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
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Publication:1283325
DOI10.1016/S0246-0203(99)80008-9zbMath0936.60037OpenAlexW2087115761MaRDI QIDQ1283325
Publication date: 9 May 2000
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_2_121_0
Donsker's invariance principleforward-backard martingale decompositionStrassen's strong invariance principle
Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
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