Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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

Authors:	F. Götze A. Yu. Zaitsev

Affiliation:	1.Fakult?t für Mathematik,Universit?t Bielefeld,Bielefeld,Germany;2.St. Petersburg Department of Steklov Mathematical Institute,St. Petersburg,Russia

Abstract:	The aim of this paper is to derive consequences of a result of G?tze 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. R ^d-valued random vectors ξ_j having finite moments E IIξ_jII^γ, γ>2. Bibliography: 13 titles.

Keywords:
本文献已被 SpringerLink 等数据库收录！