Образец цитирования:
A. Yu. Zaitsev, “Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. III”, Теория вероятн. и ее примен., 46:4 (2001), 744–769; Theory Probab. Appl., 46:4 (2002), 676–698
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\by A.~Yu.~Zaitsev
\paper Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments.~III
\jour Теория вероятн. и ее примен.
\yr 2001
\vol 46
\issue 4
\pages 744--769
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\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 4
\pages 676--698
\crossref{https://doi.org/10.1137/S0040585X97979305}
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Yuri Kifer, “Strong diffusion approximation in averaging and value computation in Dynkin's games”, Ann. Appl. Probab., 34:1A (2024)
Soham Bonnerjee, Sayar Karmakar, Wei Biao Wu, “Gaussian approximation for nonstationary time series with optimal rate and explicit construction”, Ann. Statist., 52:5 (2024)
Wu W., Zhou Zh., “Simultaneous Quantile Inference For Non-Stationary Long-Memory Time Series”, Bernoulli, 24:4A (2018), 2991–3012
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”, Vestnik St. Petersburg Univ. Math., 51:2 (2018), 144–163
А. Ю. Зайцев, “Точность сильной гауссовской аппроксимации для сумм независимых случайных векторов”, УМН, 68:4(412) (2013), 129–172; A. Yu. Zaitsev, “The accuracy of strong Gaussian approximation for sums of independent random vectors”, Russian Math. Surveys, 68:4 (2013), 721–761
Yuri Kifer, “Dynkin's Games and Israeli Options”, ISRN Probability and Statistics, 2013 (2013), 1
Chatterjee S., “A new approach to strong embeddings”, Probab. Theory Relat. Fields, 152:1-2 (2012), 231–264
Wu Wei Biao, Zhou Zhou, “Gaussian approximations for non-stationary multiple time series”, Statist. Sinica, 21:3 (2011), 1397–1413
А. Ю. Зайцев, “Точность сильной гауссовской аппроксимации для сумм независимых одинаково распределенных случайных векторов”, Вероятность и статистика. 14–2, Зап. научн. сем. ПОМИ, 364, ПОМИ, СПб., 2009, 148–165; 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
F. Götze, A. Yu. Zaitsev, “Bounds for the Rate of Strong Approximation in the Multidimensional Invariance Principle”, Теория вероятн. и ее примен., 53:1 (2008), 100–123; Theory Probab. Appl., 53:1 (2009), 59–80
А. Ю. Зайцев, “Оценки точности сильной гауссовской аппроксимации сумм независимых одинаково распределенных случайных векторов”, Вероятность и статистика. 12, Зап. научн. сем. ПОМИ, 351, ПОМИ, СПб., 2007, 141–157; 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
А. Ю. Зайцев, “Оценки точности сильной аппроксимации в многомерном принципе инвариантности”, Вероятность и статистика. 10, Зап. научн. сем. ПОМИ, 339, ПОМИ, СПб., 2006, 37–53; A. Yu. Zaitsev, “Estimates for the rate of strong approximation in the multidimensional invariance principle”, J. Math. Sci. (N. Y.), 145:2 (2007), 4856–4865
Zaitsev A.Y., “Estimates of the rate of approximation in the CLT for L1-norm of density estimators”, High dimensional probability, III (Sandjberg, 2002), Progr. Probab., 55, Birkhäuser, Basel, 2003, 255–292
Zaitsev A.Yu., “Estimates of the rate of approximation in a de-Poissonization lemma”, Ann. Inst. H. Poincaré Probab. Statist., 38:6 (2002), 1071–1086
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