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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 3, Pages 642–649
(Mi tvp3311)
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This article is cited in 10 scientific papers (total in 10 papers)
Short Communications
On the rate of convergence for the multidimensiona invariance principle
V. V. Gorodestkii Leningrad
Abstract:
In this paper, estimates of [1], [2] are generalized under some additional restrictions for the convergence to
1) a multidimensional Wiener process,
2) a Brownian sheet, i.e. a Gaussian random field $w(t)$, $t\in[0,1]$, $q>1$:
$$
\mathbf Ew(t)=0,\quad\mathbf Ew(t)w(s)=\prod_1^q(t_i\wedge s_i).
$$
Received: 19.01.1974
Citation:
V. V. Gorodestkii, “On the rate of convergence for the multidimensiona invariance principle”, Teor. Veroyatnost. i Primenen., 20:3 (1975), 642–649; Theory Probab. Appl., 20:3 (1976), 631–638
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https://www.mathnet.ru/eng/tvp3311 https://www.mathnet.ru/eng/tvp/v20/i3/p642
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Abstract page: | 135 | Full-text PDF : | 64 |
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