RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 2, Pages 367–372 (Mi tvp2302)

This article is cited in 7 papers

Short Communications

On the rate of convergence in Donsker–Prohorov invariance principle

I. S. Borisov

Novosibirsk

Abstract: 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.

Received: 01.12.1982


 English version:
Theory of Probability and its Applications, 1984, 28:2, 388–393

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025