On the Rate of Convergence for the Multidimensional Invariance Principle

DOI10.1137/1120069MaRDI QIDQ4136261zbMATH OpenOpenAlexFDO

Authors V. V. Gorodets'kyj

Publication date 1975

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1120069

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Strong limit theorems (60F15)

Cited in

(3)

• Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
• The accuracy of strong Gaussian approximation for sums of independent random vectors
• Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter

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