On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains
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Publication:5396862
DOI10.4064/cm134-1-1zbMath1302.60057OpenAlexW2048605326MaRDI QIDQ5396862
Marc Peigné, Emile Le Page, I. G. Grama
Publication date: 3 February 2014
Published in: Colloquium Mathematicum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/cm134-1-1
Discrete-time Markov processes on general state spaces (60J05) Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17)
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Conditioned limit theorems for products of random matrices ⋮ First-passage times for random walks with nonidentically distributed increments ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ Conditioned limit theorems for products of positive random matrices ⋮ Conditioned local limit theorems for random walks defined on finite Markov chains ⋮ The survival probability of a critical multi-type branching process in i.i.d. random environment ⋮ Rate of convergence in the weak invariance principle for deterministic systems
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