Optimal bounds for the Prokhorov distance of the Miller–Sen process and Brownian motion
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 202-208
We consider U-processes introduced by Miller and Sen. Exact rates of convergence to Brownian motion in the sense of Prokhorov's metric are established.
Keywords:
nondegenerate $U$-processes, the Prokhorov-metric, partial sum process.
Mots-clés : Hoeffding-decomposition
Mots-clés : Hoeffding-decomposition
@article{TVP_1997_42_1_a15,
author = {D. Ferger},
title = {Optimal bounds for the {Prokhorov} distance of the {Miller{\textendash}Sen} process and {Brownian} motion},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {202--208},
year = {1997},
volume = {42},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a15/}
}
D. Ferger. Optimal bounds for the Prokhorov distance of the Miller–Sen process and Brownian motion. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 202-208. http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a15/