An invariance principle for the law of the iterated logarithm for some Markov chains
arXiv:1108.5568
Abstract
The Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
arXiv:1108.5568
The Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.