On the rate of convergence in the invariance principle for weakly dependent random variables
Abstract
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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