Optimal estimates for the rate of strong Gaussian approximation in the infinite dimensional invariance principle
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 17, Tome 396 (2011), pp. 93-101
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			Estimates for the rate of strong Gaussian approximation in the invariance principle in the Hilbert space for sums of i.i.d. random vectors are derived. It is shown that they are optimal with respect to the order if the sequence of eigenvalues of the covariance operator of summands decreases slowly.
			
            
            
            
          
        
      @article{ZNSL_2011_396_a5,
     author = {A. Yu. Zaitsev},
     title = {Optimal estimates for the rate of strong {Gaussian} approximation in the infinite dimensional invariance principle},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {93--101},
     publisher = {mathdoc},
     volume = {396},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2011_396_a5/}
}
                      
                      
                    TY - JOUR AU - A. Yu. Zaitsev TI - Optimal estimates for the rate of strong Gaussian approximation in the infinite dimensional invariance principle JO - Zapiski Nauchnykh Seminarov POMI PY - 2011 SP - 93 EP - 101 VL - 396 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2011_396_a5/ LA - ru ID - ZNSL_2011_396_a5 ER -
%0 Journal Article %A A. Yu. Zaitsev %T Optimal estimates for the rate of strong Gaussian approximation in the infinite dimensional invariance principle %J Zapiski Nauchnykh Seminarov POMI %D 2011 %P 93-101 %V 396 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2011_396_a5/ %G ru %F ZNSL_2011_396_a5
A. Yu. Zaitsev. Optimal estimates for the rate of strong Gaussian approximation in the infinite dimensional invariance principle. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 17, Tome 396 (2011), pp. 93-101. http://geodesic.mathdoc.fr/item/ZNSL_2011_396_a5/