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

被引：2

作者：

Götze F. ^{[1
]}

Zaitsev A.Y. ^{[2
]}

机构：

[1] Fakultät für Mathematik, Universität Bielefeld, Bielefeld

[2] St. Petersburg Department of Steklov Mathematical Institute, St. Petersburg

来源：

Journal of Mathematical Sciences | 2010年 / 167卷 / 4期

关键词：

Russia; Random Vector; Mathematical Institute; Gaussian Approximation; Invariance Principle;

D O I：

10.1007/s10958-010-9935-8

中图分类号：

学科分类号：

摘要：

The aim of this paper is to derive consequences of a result of Götze and Zaitsev (2008). We show that the i.i.d. case of 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 i. i. d. Rd-valued random vectors ξj having finite moments E {double pipe}ξj{double pipe}γ, γ > 2. Bibliography: 13 titles. © 2010 Springer Science+Business Media, Inc.

引用

页码：495 / 500

页数：5

共 12 条

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