Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes

DOI10.1016/S0246-0203(99)80008-9zbMath0936.60037OpenAlexW2087115761MaRDI QIDQ1283325

Li-ming Wu

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

zbMATH Keywords

Donsker's invariance principleforward-backard martingale decompositionStrassen's strong invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (16)

Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction ⋮ Spectral gap and convex concentration inequalities for birth-death processes ⋮ On homogenization of space-time dependent and degenerate random flows ⋮ Convex concentration for some additive functionals of jump stochastic differential equations ⋮ Transport-information inequalities for Markov chains ⋮ Remarks on limit theorems for reversible Markov processes and their applications ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ Limit theorems for additive functionals of path-dependent SDEs ⋮ On the functional central limit theorem via martingale approximation ⋮ On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance ⋮ The law of the iterated logarithm for additive functionals of Markov chains ⋮ Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix ⋮ Functional law of iterated logarithm for additive functionals of reversible Markov processes ⋮ Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains ⋮ Energy solutions of KPZ are unique ⋮ On the sector condition and homogenization of diffusions with a Gaussian drift

This page was built for publication: Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes