On rates of convergence for the invariance principle

DOI10.1090/S0002-9947-1967-0215347-7zbMath0201.50902MaRDI QIDQ5600560

Walter A. Rosenkrantz

Publication date: 1967

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Related Items (13)

An asymptotic representation of the sample distribution function ⋮ Speeds of metric probability convergence ⋮ Preservation of rates of convergence under mappings ⋮ A remark on the skorohod representation ⋮ Limit theorems for time of first passage across a step bound ⋮ A Rate of Convergence for the Von Mises Statistic ⋮ Skorohod embedding of multivariate RV's, and the sample DF ⋮ On the tail behavior of sums of independent random variables ⋮ An exact rate of convergence in the functional central limit theorem for special martingale difference arrays ⋮ Weak convergence inapplied probability ⋮ On the accuracy of Kingman's heavy traffic approximation in the theory of queues ⋮ Mixing limit theorems of maximum of absolute sums and their convergence rates ⋮ On Lipschitz dependence in systems with differentiated inputs

Cites Work

• Markoff processes and potentials. I, II, III
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• Heuristic Approach to the Kolmogorov-Smirnov Theorems
• On certain limit theorems of the theory of probability
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