On Borovkov's estimate in the invariance principle

DOI10.33048/SEMI.2019.16.125MaRDI QIDQ2279487zbMATH OpenOpenAlexFDO

Authors A. I. Sakhanenko

Publication date 12 December 2019

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33048/semi.2019.16.125

zbMATH Keywords

Lyapunov fractionProkhorov distanceestimates in invariance principletruncated Lyapunov fraction

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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Cites work

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• scientific article; zbMATH DE number 5228082 (Why is no real title available?)
• scientific article; zbMATH DE number 3065414 (Why is no real title available?)
• On the Rate of Convergence for the Invariance Principle
• On the accuracy of normal approximation in the invariance principle

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• On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process
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