An Almost Sure Invariance Principle for Additive Functionals of Markov Chains

Abstract

We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment bound on the resolvent.

Just added MSC-classification to the previous version

References in corpus (1)

• Ballistic Random Walk in a Random Environment with a Forbidden Direction