On additive functionals of Markov chains
The strong approximation of the partial sum of a function of an irreducible Harris-recurrent Markov chain on a measurable space is studied. The basic assumption is that the transition function satisfies: \(P(x,A) \geq h(x) (A)\) \((0 < h(x) \leq 1)\). The order of the approximation appears quite different in positive and null recurrent cases.
scientific article; zbMATH DE number 811152
scientific article