Geodesic
Prokhorov distance with rates of convergence under sublinear expectations
Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 4, pp. 778-804

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Prokhorov distances under sublinear expectations are presented in the CLT and the functional CLT, and the convergence rates for them are obtained by the Lindeberg method. In particular, the obtained estimate in the functional CLT yields the known Borovkov estimate in the classical functional CLT with an explicit constant.
Keywords: sublinear expectation, Prokhorov distance, Lindeberg method. 
@article{TVP_2020_65_4_a6,
     author = {Q. Zhou and A. I. Sakhanenko and J. Guo},
     title = {Prokhorov distance with rates of convergence under sublinear expectations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {778--804},
     publisher = {mathdoc},
     volume = {65},
     number = {4},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2020_65_4_a6/}
}
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Q. Zhou; A. I. Sakhanenko; J. Guo. Prokhorov distance with rates of convergence under sublinear expectations. Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 4, pp. 778-804. http://geodesic.mathdoc.fr/item/TVP_2020_65_4_a6/