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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 37–53
(Mi znsl156)
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This article is cited in 13 scientific papers (total in 13 papers)
Estimates for the rate of strong approximation in the multidimensional invariance principle
A. Yu. Zaitsev St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
The aim of this paper is to derive simplest consequences of the author's result [17]. We obtain bounds for the rate of strong Gaussian approximation of sums of independent $\mathbf R^d$-valued random variables $\xi_j$ having finite moments of the form $\mathbf E\,H(\|\xi_j\|)$, where $H(x)$ is a monotone function growing not slower than $x^2$ and not faster than $e^{cx}$. A multidimensional version of the results of Sakhanenko [11] is obtained.
Received: 07.11.2006
Citation:
A. Yu. Zaitsev, “Estimates for the rate of strong approximation in the multidimensional invariance principle”, Probability and statistics. Part 10, Zap. Nauchn. Sem. POMI, 339, POMI, St. Petersburg, 2006, 37–53; J. Math. Sci. (N. Y.), 145:2 (2007), 4856–4865
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https://www.mathnet.ru/eng/znsl156 https://www.mathnet.ru/eng/znsl/v339/p37
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Abstract page: | 238 | Full-text PDF : | 70 | References: | 42 |
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