The sums of stationary variables between two curvilinear boundaries |
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| Author |
Institute of Mathematics, National Academy of Sciences of Ukraine,Tereshchenkivs'ka 3,252601 Kyiv 4.
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| Abstract |
The convergence speed of invariant principle of
the boundary problem is investigated. The dependence of a convergence
speed on the mixing coefficient of
the stationary sequence random variables is formed.
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| Keywords |
invariant principle, boundary problem, convergence speed, stationary sequence, random variables
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| DOI |
doi:10.30970/ms.9.2.211-218
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Reference |
1. Borovkov A.A. Boundary problems, principle of invariant, large deviations // Uspekhy math. nauk –1983V.38№4 p. 227–254
2. Utev S.A. Inequality for sums of weakly dependence random variables and estimations of converengence speed in the invariant principal Limit theorems for sums of random variables, Novosybirsk, Nauka - 1984 p. 50-77 3. Scorohod A.B. Random processes with independent increments , M.: Nauka– 1964 4. Freedman A. Equations with partial derivatives of the parabolic type, M.: Mir– 1968 5. Billingsley P. Convergence of probability measures , M.: Nauka– 1977 |
| Pages |
211-218
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| Volume |
9
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| Issue |
2
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| Year |
1998
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| Journal |
Matematychni Studii
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| Full text of paper | |
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