Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
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Publication:4386510
DOI10.1051/PS:1998103zbMATH Open0897.60033OpenAlexW2086541506MaRDI QIDQ4386510FDOQ4386510
Authors: A. Yu. Zaitsev 
Publication date: 28 April 1998
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/104251
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- Multidimensional Hungarian construction for vectors with almost Gaussian smooth distributions
Cited In (41)
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- External diffusion-limited aggregation on a spanning-tree-weighted random planar map
- Random walk on random planar maps: spectral dimension, resistance and displacement
- The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity
- Harmonic functions on mated-CRT maps
- Anomalous diffusion of random walk on random planar maps
- 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
- Random walk in changing environment
- A new strong invariance principle for sums of independent random vectors
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Multidimensional Hungarian construction for vectors with almost Gaussian smooth distributions
- Almost sure invariance principle for dynamical systems by spectral methods
- Moments of partition functions of 2D Gaussian polymers in the weak disorder regime. II
- A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction
- Implementable coupling of Lévy process and Brownian motion
- Optimal estimation of cointegrated systems with irrelevant instruments
- Rates of convergence in the functional CLT for multidimensional continuous time martingales.
- The accuracy of strong Gaussian approximation for sums of independent random vectors
- Strong Gaussian approximation for cumulative processes
- Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
- The range of tree-indexed random walk
- Nonparametric tests for comparing several coefficients of variation
- An improvement of Tusnády's inequality in the bulk
- Windings of planar random walks and averaged Dehn function
- A multi-dimensional central limit bound and its application to the Euler approximation for Lévy-sdes
- Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II
- Approximation and exponential inequalities for sums of dependent random vectors
- Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
- A mating-of-trees approach for graph distances in random planar maps
- Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space
- KMT coupling for random walk bridges
- Nonparametric tests for a change in the coefficient of variation
- Multidimensional variant of the Komlós, Major and Tusnády results for vectors with finite exponential moments
- Unit root log periodogram regression
- On the radius of Gaussian free field excursion clusters
- A new approach to strong embeddings
- The fractal dimension of Liouville quantum gravity: universality, monotonicity, and bounds
- Power-law bounds for increasing subsequences in Brownian separable permutons and homogeneous sets in Brownian cographons
- On the geometry of uniform meandric systems
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