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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2001 Volume 46, Issue 4, Pages 744–769 (Mi tvp3798)
This article is cited in 15 papers

Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. III

A. Yu. Zaitsev

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: 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.

Received: 07.09.1998

Language: English

DOI: 10.4213/tvp3798


 English version: Theory of Probability and its Applications, 2002, 46:4, 676–698

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