Multidimensional variant of the Komlós, Major and Tusnády results for vectors with finite exponential moments

zbMath0971.60033MaRDI QIDQ1595733

Andrei Yu. Zaitsev

Publication date: 13 February 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

exponential momentsstrong approximationsstrong invariance principlelarge deviation probabilitiesrandom vectorsHungarian constructions

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors

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