The accuracy of strong Gaussian approximation for sums of independent random vectors

DOI10.1070/RM2013v068n04ABEH004851zbMath1287.60044WikidataQ125812020 ScholiaQ125812020MaRDI QIDQ2868458

Andrei Yu. Zaitsev

Publication date: 17 December 2013

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

strong approximation; sums of independent random vectors; multidimensional invariance principle; Strassen invariance principle

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F17: Functional limit theorems; invariance principles