Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
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Publication:2452923
DOI10.1007/s10958-009-9682-xzbMath1288.60039OpenAlexW2165776490MaRDI QIDQ2452923
Publication date: 6 June 2014
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-009-9682-x
Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (6)
Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors ⋮ The estimation of traffic intensity parameter for a single-channel queueing system with regenerative input flow ⋮ Estimates for the rate of strong approximation in Hilbert space ⋮ A general estimate in the invariance principle ⋮ 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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