Estimates for the rate of strong approximation in Hilbert space

DOI10.1134/S0037446611040070zbMath1235.60028arXiv1203.5695MaRDI QIDQ642076

Andrei Yu. Zaitsev, Friedrich Götze

Publication date: 25 October 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5695

zbMATH Keywords

Hilbert spaceinvariance principlestrong approximationsums of independent random vectorsaccuracy of approximation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space ⋮ 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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