Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space
From MaRDI portal
Publication:357237
DOI10.1007/S10958-013-1159-2zbMATH Open1273.60036OpenAlexW1973184164MaRDI QIDQ357237FDOQ357237
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
Recommendations
- Estimates for the rate of strong approximation in Hilbert space
- Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space
- Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
- Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
- Bounds for the rate of strong approximation in the multidimensional invariance principle
Cites Work
- Regularly varying functions
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
- Title not available (Why is that?)
- Title not available (Why is that?)
- Bounds for the rate of strong approximation in the multidimensional invariance principle
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimates for the rate of strong approximation in Hilbert space
Cited In (5)
- Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
- Asymptotic properties of principal component projections with repeated eigenvalues
- The accuracy of strong Gaussian approximation for sums of independent random vectors
- Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
- Estimates for the rate of strong approximation in Hilbert space
This page was built for publication: Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q357237)
