On the Rate of Convergence in the Donsker–Prokhorov Invariance Principle

DOI10.1137/1128032zbMATH Open0533.60040OpenAlexW2026645008MaRDI QIDQ3316299FDOQ3316299

Authors: Igor S. Borisov 

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128032

zbMATH Keywords

rate of convergenceempirical processinvariance principleLevy-Prohorov distance

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cited In (4)

• The accuracy of strong Gaussian approximation for sums of independent random vectors
• Donsker-type theorem for BSDEs: rate of convergence
• Convergence Rates to the Arcsine Law
• Title not available (Why is that?)

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