Estimates for the rate of strong approximation in Hilbert space
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Publication:642076
DOI10.1134/S0037446611040070zbMath1235.60028arXiv1203.5695MaRDI QIDQ642076
Andrei Yu. Zaitsev, Friedrich Götze
Publication date: 25 October 2011
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.5695
Hilbert space; invariance principle; strong approximation; sums of independent random vectors; accuracy of approximation
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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Optimal estimates for the rate of strong Gaussian approximate in a 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
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