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This article is cited in 14 scientific papers (total in 14 papers)
Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II
A. Yu. Zaitsev St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
A multidimensional version of a result of Sakhanenko for the Gaussian approximation of sequences of successive sums of independent nonidentically distributed random vectors with finite exponential moments is obtained.
Keywords:
multidimensional invariance principle, strong approximation, sums of independent nonidentically distributed random vectors.
Received: 07.09.1998
Citation:
A. Yu. Zaitsev, “Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II”, Teor. Veroyatnost. i Primenen., 46:3 (2001), 535–561; Theory Probab. Appl., 46:3 (2002), 490–514
Linking options:
https://www.mathnet.ru/eng/tvp3900https://doi.org/10.4213/tvp3900 https://www.mathnet.ru/eng/tvp/v46/i3/p535
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