ON THE RATE OF CONVERGENCE TO BROWNIAN MOTION OF THE
PARTIAL SUMS OF INFIMA OF INDEPENDENT RANDOM VARIABLES
Abstract: Let
be a sequence of independent and positive random variables,
defined on a probability space
with a common distribution function
Put
In this paper a convergence rate in the invariance principle for the sums
is
obtained.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -