On the Rate of Convergence in the “Conditional” Invariance Principle

DOI10.1137/1123005zbMath0423.60032OpenAlexW1983894556MaRDI QIDQ3857501

I. S. Borisov

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1137/1123005

zbMATH Keywords

rate of convergenceconditional invariance principle

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Local limit theorems for functionals in the conditional invariance principle ⋮ On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle ⋮ Refined behaviour of a conditioned random walk in the large deviations regime ⋮ On the convergence of random tridiagonal matrices to stochastic semigroups

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