On the Convergence Rate in the Invariance Principle

DOI10.1137/1129068zbMATH Open0568.60008OpenAlexW2027551312MaRDI QIDQ3684887FDOQ3684887

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

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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)

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
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• 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
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• On the rate of convergence in the invariance principle for weakly dependent random variables

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