An invariance principle for the law of the iterated logarithm for vector-valued additive functionals of Markov chains
Abstract
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.
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PDFISSN: 1331-0623 (Print), 1848-8013 (Online)