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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 67–79
(Mi tvp2976)
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This article is cited in 3 scientific papers (total in 3 papers)
On the rate of convergence in the conditional invariance principle
I. S. Borisov Novosibirsk
Abstract:
Let $S_n(t)$, $0\le t\le 1$ be a random broken line and $w(t)$ be a standard Wiener process. In this paper, the estimate $O(\log n/\sqrt n)$ is obtained for the distance between the distributions, in the space $C[0,1]$, of the process $S_n(t)$ with the condition $S_n(1)\in(a-\varepsilon,a+\varepsilon)$ and of $w(t)$ with the condition $w(1)\in(a-\varepsilon,a+\varepsilon)$.
Received: 22.06.1976
Citation:
I. S. Borisov, “On the rate of convergence in the conditional invariance principle”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 67–79; Theory Probab. Appl., 23:1 (1978), 63–76
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https://www.mathnet.ru/eng/tvp2976 https://www.mathnet.ru/eng/tvp/v23/i1/p67
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Abstract page: | 246 | Full-text PDF : | 103 |
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