Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors

DOI10.1007/S10958-009-9682-XMaRDI QIDQ2452923zbMATH OpenOpenAlexFDO

Authors A. Yu. Zaitsev

Publication date 6 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-009-9682-x

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50)

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Cited in

(12)

• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law
• Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
• Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
• The estimation of traffic intensity parameter for a single-channel queueing system with regenerative input flow
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• Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors
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