A New Way to Obtain Estimates in the Invariance Principle
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.
Unable to display preview. Download preview PDF.
- Bentkus V. (1985) Asymptotic analysis of sums of independent random elements in Banach spaces. Doctor Dissertation, Vilnius.Google Scholar