On the rate of convergence in Donsker–Prohorov invariance principle
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 367-372
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We propose a new method of the estimation of the rate of convergence in classical invariance principle for the sequence of partial sums of independent identically distributed random variables. The unimprovable estimates of the rate of convergence are obtained.
@article{TVP_1983_28_2_a11,
author = {I. S. Borisov},
title = {On the rate of convergence in {Donsker{\textendash}Prohorov} invariance principle},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {367--372},
year = {1983},
volume = {28},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a11/}
}
I. S. Borisov. On the rate of convergence in Donsker–Prohorov invariance principle. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 367-372. http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a11/