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This article is cited in 17 scientific papers (total in 17 papers)
Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments. I
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. I”, Teor. Veroyatnost. i Primenen., 45:4 (2000), 718–738; Theory Probab. Appl., 45:4 (2001), 624–641
Linking options:
https://www.mathnet.ru/eng/tvp500https://doi.org/10.4213/tvp500 https://www.mathnet.ru/eng/tvp/v45/i4/p718
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Abstract page: | 334 | Full-text PDF : | 210 | First page: | 9 |
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