On the Rate of Convergence for the Invariance Principle

Abstract

Next article On the Rate of Convergence for the Invariance PrincipleA. A. BorovkovA. A. Borovkovhttps://doi.org/10.1137/1118025PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. I. Gikhman and , A. V. Skorokhod, Introduction to the theory of random processes, Translated from the Russian by Scripta Technica, Inc, W. B. Saunders Co., Philadelphia, Pa., 1969xiii+516 MR0247660 Google Scholar[2] Yu. V. Prohorov, Convergence of random processes and limit theorems in probability theory, Theory Prob. Applications, 1 (1956), 157–214 10.1137/1101016 LinkGoogle Scholar[3] Walter A. Rosenkrantz, On rates of convergence for the invariance principle, Trans. Amer. Math. Soc., 129 (1967), 542–552 MR0215347 0201.50902 CrossrefGoogle Scholar[4] C. C. Heyde, On extended rate of convergence results for the invariance principle, Ann. Math. Statist., 40 (1969), 2178–2179 0193.45103 CrossrefGoogle Scholar[5] A. V. 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Borisov17 July 2006 | Theory of Probability & Its Applications, Vol. 21, No. 2AbstractPDF (1074 KB) Volume 18, Issue 2| 1974Theory of Probability & Its Applications History Submitted:10 May 1972Published online:17 July 2006 InformationCopyright © 1974 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1118025Article page range:pp. 207-225ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics