| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153600 | Statistics & Probability Letters | 2008 | 7 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
F. Rassoul-Agha, T. Seppäläinen,