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Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments. II. / Zaitsev, A. Yu.
In: Theory of Probability and its Applications, Vol. 46, No. 3, 01.01.2002, p. 490-514.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments. II
AU - Zaitsev, A. Yu
PY - 2002/1/1
Y1 - 2002/1/1
N2 - A multidimensional version of a result of Sakhanenko for the Gaussian approximation of sequences of successive sums of independent nonidentically distributed random vectors with finite exponential moments is obtained.
AB - A multidimensional version of a result of Sakhanenko for the Gaussian approximation of sequences of successive sums of independent nonidentically distributed random vectors with finite exponential moments is obtained.
KW - Multidimensional invariance principle
KW - Strong approximation
KW - Sums of independent nonidentically distributed random vectors
UR - http://www.scopus.com/inward/record.url?scp=0036037632&partnerID=8YFLogxK
U2 - 10.1137/S0040585X97979123
DO - 10.1137/S0040585X97979123
M3 - Article
AN - SCOPUS:0036037632
VL - 46
SP - 490
EP - 514
JO - Theory of Probability and its Applications
JF - Theory of Probability and its Applications
SN - 0040-585X
IS - 3
ER -
ID: 49552535