On the rate of convergence in the invariance principle for weakly dependent random variables (Q6038873)
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scientific article; zbMATH DE number 7681539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence in the invariance principle for weakly dependent random variables |
scientific article; zbMATH DE number 7681539 |
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On the rate of convergence in the invariance principle for weakly dependent random variables (English)
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3 May 2023
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The author studies the convergence rate towards the accumulations points of a Brownian sheet (Chentsov field), so he generalizes Chung's law of the iterated logarithm. The author gives an upper and lower bound for the approximation rates (in supremum norm) with constants that do not coincide. For the proof, he uses small deviation and large deviation results for Brownian sheets.
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law of the iterated logarithm
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Chentsov process
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