{ "id": "math/0304373", "version": "v1", "published": "2003-04-24T03:04:49.000Z", "updated": "2003-04-24T03:04:49.000Z", "title": "Estimates for the strong approximation in multidimensional central limit theorem", "authors": [ "A. Yu. Zaitsev" ], "journal": "Proceedings of the ICM, Beijing 2002, vol. 3, 107--116", "categories": [ "math.PR" ], "abstract": "In a recent paper the author obtained optimal bounds for the strong Gaussian approximation of sums of independent $\\R^d$-valued random vectors with finite exponential moments. The results may be considered as generalizations of well-known results of Koml\\'os--Major--Tusn\\'ady and Sakhanenko. The dependence of constants on the dimension $d$ and on distributions of summands is given explicitly. Some related problems are discussed.", "revisions": [ { "version": "v1", "updated": "2003-04-24T03:04:49.000Z" } ], "analyses": { "subjects": [ "60F05", "60F15", "60F17" ], "keywords": [ "multidimensional central limit theorem", "strong approximation", "strong gaussian approximation", "finite exponential moments", "optimal bounds" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2003math......4373Z" } } }