The accuracy of strong Gaussian approximation for sums of independent random vectors
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Publication:2868458
DOI10.1070/RM2013v068n04ABEH004851zbMath1287.60044OpenAlexW2086908704WikidataQ125812020 ScholiaQ125812020MaRDI QIDQ2868458
Publication date: 17 December 2013
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm2013v068n04abeh004851
strong approximationsums of independent random vectorsmultidimensional invariance principleStrassen invariance principle
Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)
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Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks ⋮ Strong Gaussian approximation for cumulative processes ⋮ Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions ⋮ Energy of taut strings accompanying a Wiener process and random walk in a band of variable width ⋮ Local regression distribution estimators ⋮ Rates in almost sure invariance principle for dynamical systems with some hyperbolicity ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ Large Sample Properties of Partitioning-Based Series Estimators ⋮ Energy of taut strings accompanying random walk
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