Bounds for the rate of strong approximation in the multidimensional invariance principle
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Publication:3556701
DOI10.1137/S0040585X9798350XzbMATH Open1196.60053OpenAlexW2030949317MaRDI QIDQ3556701FDOQ3556701
Authors: Friedrich Götze, A. Yu. Zaitsev 
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x9798350x
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Cited In (22)
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
- Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations
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- Multidimensional Strongly Deferred Invariant Convergence
- Testing for structural stability in the whole sample
- Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales
- A note on strong approximations of multivariate empirical processes
- A useful estimate in the multidimensional invariance principle
- Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
- The accuracy of strong Gaussian approximation for sums of independent random vectors
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric
- Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
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- Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
- Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space
- KMT coupling for random walk bridges
- Empirical approximation of the Gaussian distribution in \(\mathbb{R}^d\)
- Optimal Gaussian approximation for multiple time series
- Estimates for the rate of strong approximation in Hilbert space
- Multidimensional variant of the Komlós, Major and Tusnády results for vectors with finite exponential moments
- Komlós-Major-Tusnády approximation under dependence
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