A New Way to Obtain Estimates in the Invariance Principle

  • Alexander I. Sakhanenko
Conference paper
Part of the Progress in Probability book series (PRPR, volume 47)


This paper presents a new simple method of obtaining estimates on rates of convergence in the invariance principle, which may be used in arbitrary separable linear spaces. This method is applied to one-dimensional and infinite dimensional martingales, among other examples.


Random Vector Joint Distribution Independent Random Variable Random Element Invariance Principle 
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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Alexander I. Sakhanenko
    • 1
  1. 1.Departamento de MatemáticasUniversidad Autónoma Metropolitana - Iztapalapa Av. Michoacán y la Purísima s/nMéxico, D.F.Mexico

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