Multidimensional variant of the Komlós, Major and Tusnády results for vectors with finite exponential moments
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Publication:1595733
zbMath0971.60033MaRDI QIDQ1595733
Publication date: 13 February 2001
Published in: Doklady Mathematics (Search for Journal in Brave)
exponential moments; strong approximations; strong invariance principle; large deviation probabilities; random vectors; Hungarian constructions
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Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments, The accuracy of strong Gaussian approximation for sums of independent random vectors