Abstract:
Let Sn(t), 0⩽t⩽1 be a random broken line and w(t) be a standard Wiener process. In this paper, the estimate O(logn/√n) is obtained for the distance between the distributions, in the space C[0,1], of the process Sn(t) with the condition Sn(1)∈(a−ε,a+ε) and of w(t) with the condition w(1)∈(a−ε,a+ε).
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
\Bibitem{Bor78}
\by I.~S.~Borisov
\paper On the rate of convergence in the conditional invariance principle
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 1
\pages 67--79
\mathnet{http://mi.mathnet.ru/tvp2976}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=471011}
\zmath{https://zbmath.org/?q=an:0423.60032|0382.60034}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 23
\issue 1
\pages 63--76
\crossref{https://doi.org/10.1137/1123005}
Linking options:
https://www.mathnet.ru/eng/tvp2976
https://www.mathnet.ru/eng/tvp/v23/i1/p67
This publication is cited in the following 3 articles:
Søren Asmussen, Peter W. Glynn, “Refined behaviour of a conditioned random walk in the large deviations regime”, Bernoulli, 30:1 (2024)
Pierre Yves Gaudreau Lamarre, “On the convergence of random tridiagonal matrices to stochastic semigroups”, Ann. Inst. H. Poincaré Probab. Statist., 56:4 (2020)
Bruno Schapira, Robert Young, “Windings of planar random walks and averaged Dehn function”, Ann. Inst. H. Poincaré Probab. Statist., 47:1 (2011)