Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
From MaRDI portal
Publication:4386510
DOI10.1051/ps:1998103zbMath0897.60033OpenAlexW2086541506MaRDI QIDQ4386510
Publication date: 28 April 1998
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/104251
Related Items (33)
Unit root log periodogram regression ⋮ Rates of convergence in the functional CLT for multidimensional continuous time martingales. ⋮ Strong Gaussian approximation for cumulative processes ⋮ Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space ⋮ Nonparametric Tests for Comparing Several Coefficients of Variation ⋮ KMT coupling for random walk bridges ⋮ An improvement of Tusnády's inequality in the bulk ⋮ On the geometry of uniform meandric systems ⋮ Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction ⋮ Windings of planar random walks and averaged Dehn function ⋮ Anomalous diffusion of random walk on random planar maps ⋮ Power-law bounds for increasing subsequences in Brownian separable permutons and homogeneous sets in Brownian cographons ⋮ Nonparametric tests for a change in the coefficient of variation ⋮ Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors ⋮ A new strong invariance principle for sums of independent random vectors ⋮ Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors ⋮ A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs ⋮ A new approach to strong embeddings ⋮ Random walk in changing environment ⋮ Rates in almost sure invariance principle for slowly mixing dynamical systems ⋮ Implementable coupling of Lévy process and Brownian motion ⋮ The fractal dimension of Liouville quantum gravity: universality, monotonicity, and bounds ⋮ Almost sure invariance principle for dynamical systems by spectral methods ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ Optimal estimation of cointegrated systems with irrelevant instruments ⋮ THE RANGE OF TREE-INDEXED RANDOM WALK ⋮ Random walk on random planar maps: spectral dimension, resistance and displacement ⋮ External diffusion-limited aggregation on a spanning-tree-weighted random planar map ⋮ The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity ⋮ Harmonic functions on mated-CRT maps ⋮ A mating-of-trees approach for graph distances in random planar maps ⋮ On the radius of Gaussian free field excursion clusters ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A useful estimate in the multidimensional invariance principle
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- Strong invariance principles for partial sums of independent random vectors
- Strong approximation for multivariate empirical and related processes, via KMT constructions
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Normal approximation - some recent advances
- Approximation theorems for independent and weakly dependent random vectors
- Strong approximation theorems for independent random variables and their applications
- Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle
- Multidimensional variant of the Komlós, Major and Tusnády results for vectors with finite exponential moments
- THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
- Estimates of the Lévy–Prokhorov Distance in the Multivariate Central Limit Theorem for Random Variables with Finite Exponential Moments
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- On the Rate of Convergence for the Invariance Principle
- A new method to prove strassen type laws of invariance principle. II
- Multidimensional Hungarian construction for vectors with almost Gaussian smooth distributions
- An invariance principle for the law of the iterated logarithm
- Remarks on a Multivariate Transformation
This page was built for publication: Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments