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Sibirskii Matematicheskii Zhurnal, 2006, Volume 47, Number 6, Pages 1355–1371 (Mi smj939)  

This article is cited in 29 scientific papers (total in 29 papers)

Estimates in the invariance principle in terms of truncated power moments

A. I. Sakhanenko

Ugra State University
References:
Abstract: We obtain estimates for the distributions of errors which arise in approximation of a random polygonal line by a Wiener process on the same probability space. The polygonal line is constructed on the whole axis for sums of independent nonidentically distributed random variables and the distance between it and the Wiener process is taken to be the uniform distance with an increasing weight. All estimates depend explicitly on truncated power moments of the random variables which is an advantage over the earlier estimates of Komlos, Major, and Tusnady where this dependence was implicit.
Keywords: invariance principle, Prokhorov distance, method of the same probability space, rate of convergence, unimprovable estimates.
Received: 30.05.2006
English version:
Siberian Mathematical Journal, 2006, Volume 47, Issue 6, Pages 1113–1127
DOI: https://doi.org/10.1007/s11202-006-0119-1
Bibliographic databases:
UDC: 519.214
Language: Russian
Citation: A. I. Sakhanenko, “Estimates in the invariance principle in terms of truncated power moments”, Sibirsk. Mat. Zh., 47:6 (2006), 1355–1371; Siberian Math. J., 47:6 (2006), 1113–1127
Citation in format AMSBIB
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\by A.~I.~Sakhanenko
\paper Estimates in the invariance principle in terms of truncated power moments
\jour Sibirsk. Mat. Zh.
\yr 2006
\vol 47
\issue 6
\pages 1355--1371
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\transl
\jour Siberian Math. J.
\yr 2006
\vol 47
\issue 6
\pages 1113--1127
\crossref{https://doi.org/10.1007/s11202-006-0119-1}
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  • https://www.mathnet.ru/eng/smj/v47/i6/p1355
  • This publication is cited in the following 29 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Сибирский математический журнал Siberian Mathematical Journal
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