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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 2, Pages 367–372
(Mi tvp2302)
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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
On the rate of convergence in Donsker–Prohorov invariance principle
I. S. Borisov Novosibirsk
Abstract:
We propose a new method of the estimation of the rate of convergence in classical invariance principle for the sequence of partial sums of independent identically distributed random variables. The unimprovable estimates of the rate of convergence are obtained.
Received: 01.12.1982
Citation:
I. S. Borisov, “On the rate of convergence in Donsker–Prohorov invariance principle”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 367–372; Theory Probab. Appl., 28:2 (1984), 388–393
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https://www.mathnet.ru/eng/tvp2302 https://www.mathnet.ru/eng/tvp/v28/i2/p367
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