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...

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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
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