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 languageEnglish
Pages (from-to)4856-4865
Number of pages10
JournalJournal of Mathematical Sciences
Volume145
Issue number2
DOIs
StatePublished - 1 Aug 2007

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 49552359