On the rate of convergence in the invariance principle for weakly dependent random variables
UDC 519.21 We consider nonstationary sequences of $\varphi$-mixing random variables. By using the Levy–Prokhorov distance, we estimate the rate of convergence in the invariance principle for nonstationary $\varphi$-mixing random variables. The obtained results extend...
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| Date: | 2022 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2022
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/6244 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | UDC 519.21
We consider nonstationary sequences of $\varphi$-mixing random variables. By using the Levy–Prokhorov distance, we estimate the rate of convergence in the invariance principle for nonstationary $\varphi$-mixing random variables. The obtained results extend and generalize several known results for nonstationary $\varphi$-mixing random variables. |
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| DOI: | 10.37863/umzh.v74i9.6244 |