On the Rate of Convergence in the Invariance Principle for Weakly Dependent Random Variables

On the Rate of Convergence in the Invariance Principle for Weakly Dependent Random Variables

We consider nonstationary sequences of φ -mixing random variables. By using the Levy–Prokhorov distance, we estimate the rate of convergence in the invariance principle for nonstationary φ -mixing random variables. The obtained results extend and generalize several known facts established for nonsta...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Ukrainian mathematical journal 2023-02, Vol.74 (9), p.1386-1403
1. Verfasser: Mukhamedov, A. K.
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Analysis
Applications of Mathematics
Convergence
Dependent variables
Geometry
Invariance
Mathematics
Mathematics and Statistics
Principles
Random variables
Statistics
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We consider nonstationary sequences of φ -mixing random variables. By using the Levy–Prokhorov distance, we estimate the rate of convergence in the invariance principle for nonstationary φ -mixing random variables. The obtained results extend and generalize several known facts established for nonstationary φ -mixing random variables.
ISSN:0041-5995
1573-9376
DOI:10.1007/s11253-023-02142-5