Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 110-121
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The aim of this paper is to derive consequences of a result of Götze and Zaitsev (2008). It is shown that in the case of i.i.d. summands this result implies a multidimensional version of some results of Sakhanenko (1985) We establish bounds for the rate of strong Gaussian approximation of sums of independent $\mathbf R^d$-valued random vectors $\xi_j$ having finite moments $\mathbf E\|\xi_j\|^\gamma$, $\gamma\ge2$. Bibl. – 13 titles.
@article{ZNSL_2009_368_a7,
author = {F. G\"otze and A. Yu. Zaitsev},
title = {Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {110--121},
publisher = {mathdoc},
volume = {368},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a7/}
}
TY - JOUR AU - F. Götze AU - A. Yu. Zaitsev TI - Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments JO - Zapiski Nauchnykh Seminarov POMI PY - 2009 SP - 110 EP - 121 VL - 368 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a7/ LA - ru ID - ZNSL_2009_368_a7 ER -
%0 Journal Article %A F. Götze %A A. Yu. Zaitsev %T Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments %J Zapiski Nauchnykh Seminarov POMI %D 2009 %P 110-121 %V 368 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a7/ %G ru %F ZNSL_2009_368_a7
F. Götze; A. Yu. Zaitsev. Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 110-121. http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a7/