Geodesic
Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments.~I
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 4, pp. 718-738

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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.
Keywords: multidimensional invariance principle, strong approximation, sums of independent nonidentically distributed random vectors. 
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     author = {A. Yu. Zaitsev},
     title = {Multidimensional version of a result of {Sakhanenko} in the invariance principle for vectors with finite exponential {moments.~I}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     volume = {45},
     number = {4},
     year = {2000},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a5/}
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A. Yu. Zaitsev. Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments.~I. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 4, pp. 718-738. http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a5/