Abstract
UDC 519.21
We consider nonstationary sequences of
φ
-mixing random variables. By using the Levy–Prokhorov distance, we estimate the rate of convergence in the invariance principle for nonstationary
φ
-mixing random variables. The obtained results extend and generalize several known results for nonstationary
φ
-mixing random variables.
Publisher
SIGMA (Symmetry, Integrability and Geometry: Methods and Application)
Subject
General Earth and Planetary Sciences,General Engineering,General Environmental Science