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

DOI10.1007/s11253-023-02142-5zbMath1517.60038MaRDI QIDQ6038873

A. K. Mukhamedov

Publication date: 3 May 2023

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmChentsov process

Mathematics Subject Classification ID

Random fields (60G60) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• A general estimate in the invariance principle
• Basic properties of strong mixing conditions. A survey and some open questions
• Approximation theorems for independent and weakly dependent random vectors
• A new maximal inequality and invariance principle for stationary sequences
• On the accuracy of normal approximation in the invariance principle
• On the Convergence Rate in the Invariance Principle
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On an Estimate of A. A. Borovkov
• Distances of Probability Measures and Random Variables
• Some properties of metrics in a study on convergence to normality
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