On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes (Q799299)
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English | On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes |
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On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes (English)
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1984
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Using Prokhorov's metric it is shown that under suitable conditions the rate of convergence in the functional central limit theorem for C-valued partial sum processes based on real-valued functions of stationary Markov processes satisfying Doeblin's condition is \(O(n^{-\delta /3+2\delta})\) for \(0<\delta <3/2\). A non-uniform Berry-Esseen estimate for the maximum absolute value of partial sums of bounded functions is also established.
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Prokhorov's metric
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rate of convergence
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functional central limit theorem
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Doeblin's condition
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non-uniform Berry-Esseen estimate
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