Abstract:
The aim of this paper is to derive simplest consequences of the author's result [17]. We obtain bounds for the rate of strong Gaussian approximation of sums of independent Rd-valued random variables ξj having finite moments of the form EH(‖ξj‖), where H(x) is a monotone function growing not slower than x2 and not faster than ecx. A multidimensional version of the results of Sakhanenko [11] is obtained.
Citation:
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A. Yu. Zaitsev, “Estimates for the rate of strong Gaussian approximation for the sums of i.i.d. multidimensional random vectors”, J. Math. Sci. (N. Y.), 152:6 (2008), 875–884