A general estimate in the invariance principle
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Publication:642084
DOI10.1134/S0037446611040136zbMath1243.60032OpenAlexW2084067277MaRDI QIDQ642084
Aleksandr Ivanovich Sakhanenko
Publication date: 25 October 2011
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0037446611040136
rate of convergenceindependent nonidentically distributed random variablesinvariance pjrincipleKomlós-Major-Tusnády inequalities
Related Items (3)
KMT coupling for random walk bridges ⋮ On the rate of convergence in the invariance principle for weakly dependent random variables ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors
Cites Work
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- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
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- Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
- Estimates of the Lévy–Prokhorov Distance in the Multivariate Central Limit Theorem for Random Variables with Finite Exponential Moments
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- On the Rate of Convergence for the Invariance Principle
- On a Representation of Random Variables
- Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. I
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