Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
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- A new method to prove strassen type laws of invariance principle. II
- A useful estimate in the multidimensional invariance principle
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An invariance principle for the law of the iterated logarithm
- Approximation theorems for independent and weakly dependent random vectors
- Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle
- Estimates of the Lévy–Prokhorov Distance in the Multivariate Central Limit Theorem for Random Variables with Finite Exponential Moments
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Multidimensional Hungarian construction for vectors with almost Gaussian smooth distributions
- Multidimensional variant of the Komlós, Major and Tusnády results for vectors with finite exponential moments
- Normal approximation - some recent advances
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- On the Rate of Convergence for the Invariance Principle
- Remarks on a Multivariate Transformation
- Strong approximation for multivariate empirical and related processes, via KMT constructions
- Strong approximation theorems for independent random variables and their applications
- Strong invariance principles for partial sums of independent random vectors
- THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
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- A new strong invariance principle for sums of independent random vectors
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- Multidimensional Hungarian construction for vectors with almost Gaussian smooth distributions
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- Moments of partition functions of 2D Gaussian polymers in the weak disorder regime. II
- Optimal estimation of cointegrated systems with irrelevant instruments
- Rates of convergence in the functional CLT for multidimensional continuous time martingales.
- Strong Gaussian approximation for cumulative processes
- 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
- The range of tree-indexed random walk
- Nonparametric tests for comparing several coefficients of variation
- Windings of planar random walks and averaged Dehn function
- An improvement of Tusnády's inequality in the bulk
- 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
- 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
- Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
- 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
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- The fractal dimension of Liouville quantum gravity: universality, monotonicity, and bounds
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