On the rate of normal approximation in \(D[0,1]\) (Q1386193)

The estimates of the rate of convergence in the CLT for stochastically continuous random processes with sample paths in Skorokhod space \(D=D[0,1]\) are given. Uniform and non-uniform estimates for the quantity \(|P(\|S_n \|\leq r) -P(\|Y\|\leq r)|\), where \(S_n=n^{-1/2}\sum_{i=1}^n X_i\); \(X_i\), \(i\geq 1\), are independent identically distributed random elements in \(D\), \(Y\) is the corresponding Gaussian process in \(D\), and for \(x\in D\) we set \(\|x\|= \sup_{0\leq t\leq 1}|x(t)|\). These estimates give the rate of convergence in CLT in \(D\) proved by the author and \textit{V. Paulauskas} [Stochastic Processes Appl. 53, No. 2, 351-361 (1994; Zbl 0838.60018)] and \textit{X. Fernique} [Lith. Math. J. 34, No. 3, 231-243 (1994); translation from Liet. Mat. Rink. 34, No. 3, 288-306 (1994; Zbl 0829.60031)].