Loading [MathJax]/jax/output/CommonHTML/jax.js
Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 37–53 (Mi znsl156)  

This article is cited in 13 scientific papers (total in 13 papers)

Estimates for the rate of strong approximation in the multidimensional invariance principle

A. Yu. Zaitsev

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
References:
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.
Received: 07.11.2006
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 145, Issue 2, Pages 4856–4865
DOI: https://doi.org/10.1007/s10958-007-0319-7
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. Yu. Zaitsev, “Estimates for the rate of strong approximation in the multidimensional invariance principle”, Probability and statistics. Part 10, Zap. Nauchn. Sem. POMI, 339, POMI, St. Petersburg, 2006, 37–53; J. Math. Sci. (N. Y.), 145:2 (2007), 4856–4865
Citation in format AMSBIB
\Bibitem{Zai06}
\by A.~Yu.~Zaitsev
\paper Estimates for the rate of strong approximation in the multidimensional invariance principle
\inbook Probability and statistics. Part~10
\serial Zap. Nauchn. Sem. POMI
\yr 2006
\vol 339
\pages 37--53
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl156}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2355400}
\zmath{https://zbmath.org/?q=an:1115.60038}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 145
\issue 2
\pages 4856--4865
\crossref{https://doi.org/10.1007/s10958-007-0319-7}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34547663098}
Linking options:
  • https://www.mathnet.ru/eng/znsl156
  • https://www.mathnet.ru/eng/znsl/v339/p37
  • This publication is cited in the following 13 articles:
    1. Fabian Mies, Ansgar Steland, “Sequential Gaussian approximation for nonstationary time series in high dimensions”, Bernoulli, 29:4 (2023)  crossref
    2. Davor Dragičević, Yeor Hafouta, Lecture Notes in Mathematics, 2290, Thermodynamic Formalism, 2021, 177  crossref
    3. D. Dragičević, Y Hafouta, “Almost sure invariance principle for random dynamical systems via Gouëzel's approach”, Nonlinearity, 34:10 (2021), 6773  crossref
    4. Lifshits M.A. Nikitin Ya.Yu. Petrov V.V. Zaitsev A.Yu. Zinger A.A., “Toward the History of the Saint Petersburg School of Probability and Statistics. i. Limit Theorems For Sums of Independent Random Variables”, Vestn. St Petersb. Univ.-Math., 51:2 (2018), 144–163  crossref  mathscinet  zmath  isi  scopus
    5. A. Yu. Zaitsev, “The accuracy of strong Gaussian approximation for sums of independent random vectors”, Russian Math. Surveys, 68:4 (2013), 721–761  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    6. Javier Hidalgo, Myung Hwan Seo, “Testing for structural stability in the whole sample”, Journal of Econometrics, 175:2 (2013), 84  crossref
    7. Moritz Jirak, “A Darling–Erdös type result for stationary ellipsoids”, Stochastic Processes and their Applications, 123:6 (2013), 1922  crossref
    8. Moritz Jirak, “Extremes of weighted Brownian Bridges in increasing dimension”, Extremes, 15:4 (2012), 491  crossref
    9. Moritz Jirak, “Change-point analysis in increasing dimension”, Journal of Multivariate Analysis, 111 (2012), 136  crossref
    10. Sébastien Gouëzel, “Almost sure invariance principle for dynamical systems by spectral methods”, Ann. Probab., 38:4 (2010)  crossref
    11. A. Yu. Zaitsev, “The rate of Gaussian strong approximation for the sums of i.i.d. multidimensional random vectors”, J. Math. Sci. (N. Y.), 163:4 (2010), 399–408  mathnet  crossref
    12. Theory Probab. Appl., 53:1 (2009), 59–80  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib
    13. 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  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:266
    Full-text PDF :79
    References:53
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025