| Issue |
ESAIM: PS
Volume 2, 1998
|
|
|---|---|---|
| Page(s) | 41 - 108 | |
| DOI | https://doi.org/10.1051/ps:1998103 | |
| Published online | 15 August 2002 | |
Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
(zaitsev@mathematik.uni-bielefeld.de)
A multidimensional version of the results of Komlos, Major and Tusnady for the Gaussian approximation of the sequence of successive sums of independent random vectors with finite exponential moments is obtained.
Résumé
On obtient une version multidimensionnelle des résultas de Komlos, Major et Tusnady pour l'approximation de Gauss des suites successives des sommes des vecteurs indépendants avec des moments exponentiels finis.
Key words: Multidimensional invariance principle / strong approximation / sums of independent random vectors.
© EDP Sciences, SMAI, 1998
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