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

A. K.  Mukhamedov

doi:10.37863/umzh.v74i9.6244

A. K. Mukhamedov Nat. Univ. Uzbekistan, Tashkent

DOI: https://doi.org/10.37863/umzh.v74i9.6244

Анотація

УДК 519.21

Про швидкість збіжності в принципі інваріантності для слабко залежних випадкових величин

Розглянуто нестаціонарні послідовності $\varphi$-мішаних випадкових величин. За допомогою відстані Леві–Прохорова оцінено швидкість збіжності в принципі інваріантності для нестаціонарних $\varphi$-мішаних випадкових величин. Одержані результати розширюють та узагальнюють ряд відомих результатів про нестаціонарні $\varphi$-мішані випадкові величини.

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