A general estimate in the invariance principle
From MaRDI portal
Publication:642084
DOI10.1134/S0037446611040136zbMath1243.60032MaRDI QIDQ642084
Aleksandr Ivanovich Sakhanenko
Publication date: 25 October 2011
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
rate of convergence; independent nonidentically distributed random variables; invariance pjrinciple; Komlós-Major-Tusnády inequalities
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- On the accuracy of normal approximation in the invariance principle
- 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
- Estimates of the Lévy–Prokhorov Distance in the Multivariate Central Limit Theorem for Random Variables with Finite Exponential Moments
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- On the Rate of Convergence for the Invariance Principle
- On a Representation of Random Variables
- Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. I