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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.

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Zaitsev, A. Yu. / Estimates for the rate of strong approximation in the multidimensional invariance principle. In: Journal of Mathematical Sciences . 2007 ; Vol. 145, No. 2. pp. 4856-4865.

BibTeX

@article{61878eb9cbaf4163b99afcb8c52b2a7a,
title = "Estimates for the rate of strong approximation in the multidimensional invariance principle",
abstract = "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.",
author = "Zaitsev, {A. Yu}",
year = "2007",
month = aug,
day = "1",
doi = "10.1007/s10958-007-0319-7",
language = "English",
volume = "145",
pages = "4856--4865",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "2",

}

RIS

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