On the Convergence Rate in the Invariance Principle

DOI10.1137/1129068zbMath0568.60008OpenAlexW2027551312MaRDI QIDQ3684887

Aleksandr A. Borovkov

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129068

zbMATH Keywords

martingale-differenceconvergence rate in the invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (4)

On the rate of convergence in the invariance principle for weakly dependent random variables ⋮ Estimates for the rate of strong approximation in Hilbert space ⋮ Convergence rates of moments and related functionals in the invariance principle in Banach spaces ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors

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