An almost sure invariance principle for additive functionals of Markov chains

Abstract

We prove an invariance principle 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. c © 2007 Elsevier B.V. All rights reserved. MSC: primary 60F17; secondary 60J10 

Topics

  • Presentations referencing similar topics