Estimates for the rate of strong approximation in the multidimensional invariance principle
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 37-53
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			The aim of this paper is to derive simplest consequences of the author's result [17]. We obtain bounds for the rate of strong Gaussian approximation of sums of independent $\mathbf R^d$-valued random variables $\xi_j$ having finite moments of the form $\mathbf E\,H(\|\xi_j\|)$, where $H(x)$ is a monotone function growing not slower than $x^2$ and not faster than $e^{cx}$. A multidimensional version of the results of Sakhanenko [11] is obtained.
			
            
            
            
          
        
      @article{ZNSL_2006_339_a2,
     author = {A. Yu. Zaitsev},
     title = {Estimates for the rate of strong approximation in the multidimensional invariance principle},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {37--53},
     publisher = {mathdoc},
     volume = {339},
     year = {2006},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a2/}
}
                      
                      
                    TY - JOUR AU - A. Yu. Zaitsev TI - Estimates for the rate of strong approximation in the multidimensional invariance principle JO - Zapiski Nauchnykh Seminarov POMI PY - 2006 SP - 37 EP - 53 VL - 339 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a2/ LA - ru ID - ZNSL_2006_339_a2 ER -
A. Yu. Zaitsev. Estimates for the rate of strong approximation in the multidimensional invariance principle. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 37-53. http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a2/