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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 141–142 (Mi tvp2277)  

This article is cited in 4 scientific papers (total in 4 papers)

Short Communications

Rate of convergence in a boundary problem

K. A. Borovkov

Moscow
Full-text PDF (153 kB) Citations (4)
Abstract: Let $\{\xi_i\}_{i\ge 1}$and $\{\tau_i\}_{i\ge 1}$ be the sequences of i. i . d. r. v. 's such that $\tau_1\ge 0$ a. s., $\mathbf E\xi_1=0$, $\mathbf E\xi_1^2=\mathbf E\tau_1=1$ and
$$ S_n=\sum_{i=1}^n\xi_i,\quad T_n=\sum_{i=1}^n\tau_i,\quad\nu(t)=max\{k\ge 0:\,T_k\le t\}. $$
We investigate the rate of convergence
\begin{gather*} \mathbf P\{g^-(n^{-1}T_k)<n^{-1/2}S_k<g^+(n^{-1}T_k),\ k\le \nu(n)\}\to\\ \to\mathbf P\{g^-(t)<w(t)<g^+(t),\ 0\le t\le 1\},\qquad n\to\infty \end{gather*}
where $w(t)$ is a standard Wiener process and $g^\pm(t)$ are Lipschitz functions.
Received: 25.08.1981
English version:
Theory of Probability and its Applications, 1982, Volume 27, Issue 1, Pages 148–149
DOI: https://doi.org/10.1137/1127013
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: K. A. Borovkov, “Rate of convergence in a boundary problem”, Teor. Veroyatnost. i Primenen., 27:1 (1982), 141–142; Theory Probab. Appl., 27:1 (1982), 148–149
Citation in format AMSBIB
\Bibitem{Bor82}
\by K.~A.~Borovkov
\paper Rate of convergence in a~boundary problem
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 1
\pages 141--142
\mathnet{http://mi.mathnet.ru/tvp2277}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=645135}
\zmath{https://zbmath.org/?q=an:0518.60024|0487.60029}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 27
\issue 1
\pages 148--149
\crossref{https://doi.org/10.1137/1127013}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983QB14800013}
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  • https://www.mathnet.ru/eng/tvp/v27/i1/p141
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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