Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space

DOI10.1007/S10958-013-1159-2MaRDI QIDQ357237zbMATH OpenOpenAlexFDO

Authors A. Yu. Zaitsev

Publication date 30 July 2013

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

Full work available at URL https://doi.org/10.1007/s10958-013-1159-2

zbMATH Keywords

eigenvaluesHilbert spacecovariance operatoroptimal ratestrong Gaussian approximation

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3846570 (Why is no real title available?)
• scientific article; zbMATH DE number 3938159 (Why is no real title available?)
• scientific article; zbMATH DE number 4038886 (Why is no real title available?)
• scientific article; zbMATH DE number 3711100 (Why is no real title available?)
• scientific article; zbMATH DE number 1552489 (Why is no real title available?)
• Bounds for the rate of strong approximation in the multidimensional invariance principle
• Estimates for the rate of strong approximation in Hilbert space
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Regularly varying functions

Cited in

(5)

• Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
• Estimates for the rate of strong approximation in Hilbert space
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• The accuracy of strong Gaussian approximation for sums of independent random vectors
• Asymptotic properties of principal component projections with repeated eigenvalues

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