An invariance principle for the law of the iterated logarithm for some Markov chains
Volume 212 / 2012
Studia Mathematica 212 (2012), 41-53
MSC: Primary 60J25, 60H15; Secondary 76N10.
DOI: 10.4064/sm212-1-3
Abstract
Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
