Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors

The aim of this paper is to derive new optimal bounds for the rate of strong Gaussian approximation of sums of i.i.d. R ^d-valued random variables ξ_j that have finite moments of the form EH (‖ξ_j‖), where H (x) is a monotone function growing not slower than x² and not faster than e^cx. We obtain some generalization and improvements of results of U. Einmahl (1989). Bibliography: 28 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 351, 2007, pp. 141–158.