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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 1, Pages 67–79 (Mi tvp2976)

This article is cited in 3 papers

On the rate of convergence in the conditional invariance principle

I. S. Borisov

Novosibirsk

Abstract: Let $S_n(t)$, $0\le t\le 1$ be a random broken line and $w(t)$ be a standard Wiener process. In this paper, the estimate $O(\log n/\sqrt n)$ is obtained for the distance between the distributions, in the space $C[0,1]$, of the process $S_n(t)$ with the condition $S_n(1)\in(a-\varepsilon,a+\varepsilon)$ and of $w(t)$ with the condition $w(1)\in(a-\varepsilon,a+\varepsilon)$.

Received: 22.06.1976


 English version:
Theory of Probability and its Applications, 1978, 23:1, 63–76

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