HILBERTIAN INVARIANCE PRINCIPLE FOR EMPIRICAL PROCESS ASSOCIATED WITH A MARKOV PROCESS

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The authors establish the Hilbertian invariance principle for the empirical process of astationary Markov process, by extending the forward-backward martingale decomposition ofLyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with generalnon-reversible Markov processes.
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