Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 3, pp. 535-561
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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_2001_46_3_a7,
author = {A. Yu. Zaitsev},
title = {Multidimensional {Version} of a {Result} of {Sakhanenko} in the {Invariance} {Principle} for {Vectors} with {Finite} {Exponential} {Moments.~II}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {535--561},
year = {2001},
volume = {46},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a7/}
}
TY - JOUR AU - A. Yu. Zaitsev TI - Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2001 SP - 535 EP - 561 VL - 46 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a7/ LA - en ID - TVP_2001_46_3_a7 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. II %J Teoriâ veroâtnostej i ee primeneniâ %D 2001 %P 535-561 %V 46 %N 3 %U http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a7/ %G en %F TVP_2001_46_3_a7
A. Yu. Zaitsev. Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 3, pp. 535-561. http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a7/