On the Convergence Rate in the Invariance Principle

Previous article Next article On the Convergence Rate in the Invariance PrincipleA. A. BorovkovA. A. Borovkovhttps://doi.org/10.1137/1129068PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. A. Borovkov, On the rate of convergence for the invariance principle, Theory Prob. Appl., 18 (1973), 207–225 0323.60031 LinkGoogle Scholar[2] A. A. Borovkov and , A. I. Sakhanenko, On estimates of the rate of convergence in the invariance principle for Banach spaces, Theory Prob. Appl., 25 (1980), 721–731 0471.60039 LinkGoogle Scholar[3] V. V. Gorodetskii, On the rate of convergence for the multi-dimensional invariance principle, Theory Prob. Appl., 20 (1975), 631–638 0362.60024 LinkGoogle Scholar[4] S. A. Utev, A remark on the rate of convergence in the invariance principle, Sibirsk. Mat. Zh., 22 (1981), 206–209, 224, (In Russian.) 83e:60022 0477.60036 Google Scholar[5] A. A. Borovkov, Notes on inequalities for sums of independent variables, Theory Prob. Appl., 17 (1972), 556–557 0283.60054 LinkGoogle Scholar[6] Ya. Yu. Nikitin, Convergence rate estimates in some limit theorems of invariance principle typethe coll.: Theory of Probability and Mathematical Statistics, Vol. 5, Naukov Dumka, Kiev, 1971, 89–106 Google Scholar[7] A. V. Skorokhod, Investigations in the Theory of Random Processes, Kiev Univ., 1961 0545.60005 Google Scholar[8] Lester E. Dubins, On a theorem of Skorohod, Ann. Math. Statist., 39 (1968), 2094–2097 38:2837 0185.45103 CrossrefGoogle Scholar[9] Walter A. Rosenkrantz, On rates of convergence for the invariance principle, Trans. Amer. Math. Soc., 129 (1967), 542–552 35:6188 0201.50902 CrossrefGoogle Scholar[10] J. Kiefer, Skorohod embedding of multivariate rv's, and the sample df, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 24 (1972), 1–35 49:6382 0267.60034 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Точность сильной гауссовской аппроксимации для сумм независимых случайных векторовУспехи математических наук, Vol. 68, No. 4(412) Cross Ref Estimates for the rate of strong approximation in Hilbert space24 August 2011 | Siberian Mathematical Journal, Vol. 52, No. 4 Cross Ref Convergence rates of moments and related functionals in the invariance principle in Banach spacesLithuanian Mathematical Journal, Vol. 31, No. 2 Cross Ref Volume 29, Issue 3| 1985Theory of Probability & Its Applications History Submitted:05 October 1982Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1129068Article page range:pp. 550-553ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics

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