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.
@article{TVP_2000_45_4_a5,
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},
pages = {718--738},
year = {2000},
volume = {45},
number = {4},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a5/}
}
TY - JOUR AU - A. Yu. Zaitsev TI - Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments. I JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2000 SP - 718 EP - 738 VL - 45 IS - 4 UR - http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a5/ LA - en ID - TVP_2000_45_4_a5 ER -
%0 Journal Article %A A. Yu. Zaitsev %T Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments. I %J Teoriâ veroâtnostej i ee primeneniâ %D 2000 %P 718-738 %V 45 %N 4 %U http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a5/ %G en %F TVP_2000_45_4_a5
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/