Published August 31, 2013 | Version v1
Journal article Metadata-only

The accuracy of strong Gaussian approximation for sums of independent random vectors

Creators

  • 1. St. Petersburg State University, St. Petersburg (Russian Federation)

Description

This paper is a survey of recent results on the accuracy of strong Gaussian approximation for sums of independent random vectors. They give multidimensional generalizations of one-dimensional results due to Komlós, Major, and Tusnády, as well as to Sakhanenko, and improve upon Einmahl's multidimensional results. Infinite-dimensional analogues of these results are also presented. Bibliography: 102 titles

Availability note (English)

Available from http://dx.doi.org/10.1070/RM2013v068n04ABEH004851

Additional details

Identifiers

DOI
10.1070/RM2013v068n04ABEH004851;

Publishing Information

Journal Title
Russian Mathematical Surveys
Journal Volume
68
Journal Issue
4
Journal Page Range
p. 721-761
ISSN
0036-0279
CODEN
RMSUAF

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
46068607
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Resource subtype / Literary indicator
Bibliography
Descriptors DEI
ACCURACY; APPROXIMATIONS; BIBLIOGRAPHIES; MANY-DIMENSIONAL CALCULATIONS; MATHEMATICAL SOLUTIONS; ONE-DIMENSIONAL CALCULATIONS; RANDOMNESS; VECTORS
Descriptors DEC
CALCULATION METHODS; DOCUMENT TYPES; TENSORS