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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 368, Pages 110–121 (Mi znsl3506)

This article is cited in 7 papers

Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments

F. Götzea, A. Yu. Zaitsevb

a Universität Bielefeld, Fakultät für Mathematik, Bielefeld, Germany
b St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences, St. Petersburg, Russia

Abstract: 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.

Key words and phrases: multidimensional invariance principle, strong approximation, sums of independent random vectors.

UDC: 519.2

Received: 20.11.2009


 English version:
Journal of Mathematical Sciences (New York), 2010, 167:4, 495–500

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