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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2006 Volume 339, Pages 37–53 (Mi znsl156)

This article is cited in 14 papers

Estimates for the rate of strong approximation in the multidimensional invariance principle

A. Yu. Zaitsev

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

Abstract: 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.

UDC: 519.2

Received: 07.11.2006


 English version:
Journal of Mathematical Sciences (New York), 2007, 145:2, 4856–4865

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