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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 4, Pages 796–808 (Mi smj2239)  

This article is cited in 4 scientific papers (total in 4 papers)

Estimates for the rate of strong approximation in Hilbert space

F. Götzea, A. Yu. Zaitsevb

a Bielefeld University, Bielefeld, Germany
b St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia
Full-text PDF (309 kB) Citations (4)
References:
Abstract: We obtain infinite-dimensional corollaries of our recent results. We show that the finite-dimensional results imply meaningful estimates for the accuracy of strong Gaussian approximation of sums of independent identically distributed Hilbert space-valued random vectors with finite power moments. We establish that the accuracy of approximation depends substantially on the decay rate of the sequence of eigenvalues of the covariance operator of the summands.
Keywords: infinite-dimensional invariance principle, strong approximation, sums of independent random vectors, accuracy estimates for approximation.
Received: 18.03.2011
English version:
Siberian Mathematical Journal, 2011, Volume 52, Issue 4, Pages 628–638
DOI: https://doi.org/10.1134/S0037446611040070
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: F. Götze, A. Yu. Zaitsev, “Estimates for the rate of strong approximation in Hilbert space”, Sibirsk. Mat. Zh., 52:4 (2011), 796–808; Siberian Math. J., 52:4 (2011), 628–638
Citation in format AMSBIB
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\paper Estimates for the rate of strong approximation in Hilbert space
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\issue 4
\pages 796--808
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\pages 628--638
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  • https://www.mathnet.ru/eng/smj/v52/i4/p796
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Сибирский математический журнал Siberian Mathematical Journal
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    Full-text PDF :94
    References:67
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