Research output: Contribution to journal › Article › peer-review
Estimates for the rate of strong approximation in the multidimensional invariance principle. / Zaitsev, A. Yu.
In: Journal of Mathematical Sciences , Vol. 145, No. 2, 01.08.2007, p. 4856-4865.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - Estimates for the rate of strong approximation in the multidimensional invariance principle
AU - Zaitsev, A. Yu
PY - 2007/8/1
Y1 - 2007/8/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=34547663098&partnerID=8YFLogxK
U2 - 10.1007/s10958-007-0319-7
DO - 10.1007/s10958-007-0319-7
M3 - Article
AN - SCOPUS:34547663098
VL - 145
SP - 4856
EP - 4865
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 2
ER -
ID: 49552359