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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.&nbsp;By using the Levy–Prokhorov distance, we estimate the rate of convergence in the invariance principle for nonstationary $\varphi$-mixing random variables.&nbsp;The obtained results extend...

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Bibliographic Details
Date:	2022
Main Author:	Mukhamedov, A. K.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2022
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/6244
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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