On the Convergence Rate in the Invariance Principle

DOI10.1137/1129068MaRDI QIDQ3684887zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov

Publication date 1985

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

Full work available at URL https://doi.org/10.1137/1129068

zbMATH Keywords

martingale-differenceconvergence rate in the invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Recommendations

• scientific article; zbMATH DE number 3846558
• scientific article; zbMATH DE number 3932114
• A weak invariance principle for Hilbert space valued martingales
• scientific article; zbMATH DE number 4100263
• scientific article; zbMATH DE number 3886829

Cited in

(10)

• Rate of convergence in a multidimensional invariance principle for functionals of integral form
• Convergence rates of moments and related functionals in the invariance principle in Banach spaces
• Rate of convergence in the invariance principle for martingale difference arrays
• scientific article; zbMATH DE number 3940317 (Why is no real title available?)
• The accuracy of strong Gaussian approximation for sums of independent random vectors
• Estimates for the rate of strong approximation in Hilbert space
• A weak invariance principle for Hilbert space valued martingales
• scientific article; zbMATH DE number 3932114 (Why is no real title available?)
• scientific article; zbMATH DE number 4007349 (Why is no real title available?)
• On the rate of convergence in the invariance principle for weakly dependent random variables

This page was built for publication: On the Convergence Rate in the Invariance Principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3684887)