Strong invariance principles for ergodic Markov processes

DOI10.1214/23-ejs2199arXiv2111.12603OpenAlexW3215950748WikidataQ128925895 ScholiaQ128925895MaRDI QIDQ6200877

Ardjen Pengel, Joris Bierkens

Publication date: 25 March 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.12603

zbMATH Keywords

piecewise deterministic Markov processesstrong invariance principleasymptotic variance estimation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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