Functional law of iterated logarithm for additive functionals of reversible Markov processes
type: Item
instance of: scholarly article
title: Functional law of iterated logarithm for additive functionals of reversible Markov processes
zbMATH Open document ID: 0960.60029
DOI: 10.1007/BF02677675
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2001-05-06T00:00:00Z
review text: The functional law of iterated logarithm or the strong invariance principle of Strassen for an additive functional \((A_t)\) of a reversible Markov process is obtained. The results hold under the minimal condition that \(\exists \lim_{t\to \infty}EA_t^2/t\) in \(R.\) The author uses the forward-backward martingale decomposition technique and limit theorems for martingales. An extension of the functional central limit theorem of Kipnis and Varadhan is obtained.
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 1462505
zbMATH Keywords: functional law of iterated logarithm
zbMATH Keywords: forward-backward martingale decomposition
zbMATH Keywords: reversible Markov processes
author: Liming Wu
reviewed by: Andriy Olenko
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02677675
OpenAlex ID: W2315539234
description: scientific article; zbMATH DE number 1462505