Strong Gaussian approximation for cumulative processes
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Abstract: We establish optimal logarithmic rates of convergence in the strong invariance principle for multivariate cumulative processes in the Smith's sense. Exponential probabilistic inequalities of Koml'{o}s-Major-Tusn'{a}dy type are obtained. Provided examples include applications to stopped sums and birth and death processes.
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Cited in
(5)- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks
- Operator-valued Gaussian processes and their covariance kernels
- Strong approximation of empirical copula processes by Gaussian processes
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