Bounds for the Rate of Strong Approximation in the Multidimensional Invariance Principle

DOI10.1137/S0040585X9798350XzbMath1196.60053OpenAlexW2030949317MaRDI QIDQ3556701

Friedrich Götze, Andrei Yu. Zaitsev

Publication date: 26 April 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x9798350x

zbMATH Keywords

strong approximationsums of independent random vectorsmultidimensional invariance principle

Mathematics Subject Classification ID

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

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