An invariance principle for the law of the iterated logarithm for vector-valued additive functionals of Markov chains

作者：Yang, Guangyu; Miao, Yu^*; Zhang, Xiaocai

来源：Mathematical Communications, 2013, 18(1): 79-86.

• additive functionals of Markov chains
• law of the iterated logarithm
• Dunford-Schwarz operator
• fractional coboundaries
• vector-valued martingales

In this note, we prove the Strassen's strong invariance principle for vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries.

• 出版日期2013-5
• 单位郑州大学; 河南工业大学; 河南师范大学