A useful estimate in the multidimensional invariance principle (Q1085878)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A useful estimate in the multidimensional invariance principle |
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A useful estimate in the multidimensional invariance principle (English)
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1987
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An estimate of the convergence speed in the multidimensional invariance principle is obtained. Using this estimate, we can prove strong invariance principles for partial sums of independent not necessarily identically distributed multidimensional random vectors.
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convergence speed
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strong invariance principles
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