On Estimates of the Rate of Convergence in the Invariance Principle for Banach Spaces

DOI10.1137/1125087zbMath0471.60039OpenAlexW1994978454MaRDI QIDQ3924911

Aleksandr A. Borovkov, Aleksandr Ivanovich Sakhanenko

Publication date: 1981

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1125087

zbMATH Keywords

rate of convergenceinvariance principle for Banach spaces

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (9)

Estimates for the probability of ruin starting with a large initial reserve ⋮ A useful estimate in the multidimensional invariance principle ⋮ Estimates for the rate of strong approximation in Hilbert space ⋮ Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors ⋮ Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors ⋮ Convergence rates of moments and related functionals in the invariance principle in Banach spaces ⋮ Theorems of large deviations in the multivariate invariance principle ⋮ Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors

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