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 facts established for nonstationary φ -mixing random variables.
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Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 74, No. 9, pp. 1216–1230, September, 2022. Ukrainian DOI:https://doi.org/10.37863/umzh.v74i9.6244
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Mukhamedov, A.K. On the Rate of Convergence in the Invariance Principle for Weakly Dependent Random Variables. Ukr Math J 74, 1386–1403 (2023). https://doi.org/10.1007/s11253-023-02142-5
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DOI: https://doi.org/10.1007/s11253-023-02142-5