The Strassen invariance principle for certain non-stationary Markov–Feller chains

DOI10.3233/ASY-191592zbMath1472.35396arXiv1810.07300MaRDI QIDQ4999973

Dawid Czapla, Hanna Wojewódka-Ściążko, Katarzyna Horbacz

Publication date: 5 July 2021

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07300

zbMATH Keywords

invariant measureMarkov chainlaw of iterated logarithmrandom dynamical systemasymptotic coupling

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Biochemistry, molecular biology (92C40) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

Related Items (7)

The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm ⋮ Limit theorems of additive functionals for regime-switching diffusions with infinite delay ⋮ On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows ⋮ The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity ⋮ Limit theorems for additive functionals of stochastic functional differential equations with infinite delay ⋮ Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows ⋮ The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations

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