|
This article is cited in 13 scientific papers (total in 13 papers)
The accuracy of strong Gaussian approximation for sums of independent random vectors
A. Yu. Zaitsevab a St. Petersburg State University
b St. Petersburg Department of V. A. Steklov Institute of the Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
This paper is a survey of recent results on the accuracy of strong Gaussian approximation for sums of independent random vectors. They give multidimensional generalizations of one-dimensional results due to Komlós, Major, and Tusnády, as well as to Sakhanenko, and improve upon Einmahl's multidimensional results. Infinite-dimensional analogues of these results are also presented.
Bibliography: 102 titles.
Keywords:
multidimensional invariance principle, strong approximation, sums of independent random vectors.
Received: 09.04.2013
Citation:
A. Yu. Zaitsev, “The accuracy of strong Gaussian approximation for sums of independent random vectors”, Russian Math. Surveys, 68:4 (2013), 721–761
Linking options:
https://www.mathnet.ru/eng/rm9537https://doi.org/10.1070/RM2013v068n04ABEH004851 https://www.mathnet.ru/eng/rm/v68/i4/p129
|
Statistics & downloads: |
Abstract page: | 771 | Russian version PDF: | 416 | English version PDF: | 85 | References: | 50 | First page: | 14 |
|