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The aim of this paper is to derive simplest consequences of the author's result of the multidimensional invariance principle. We obtain bounds for the rate of strong Gaussian approximation of sums of independent R d-valued random variables ξj having finite moments of the form EH (||j||), where H (x) is a monotone function growing not slower than x2 and not faster than ecx. A multidimensional version of results of Sakhanenko is obtained. Bibliography: 19 titles.
| Original language | English |
|---|---|
| Pages (from-to) | 4856-4865 |
| Number of pages | 10 |
| Journal | Journal of Mathematical Sciences |
| Volume | 145 |
| Issue number | 2 |
| DOIs | |
| State | Published - 1 Aug 2007 |
ID: 49552359