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arxiv: math/0304373 · v1 · submitted 2003-04-24 · 🧮 math.PR

Estimates for the strong approximation in multidimensional central limit theorem

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keywords approximationresultsstrongauthorboundscentralconsideredconstants
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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.

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  1. Computable Bounds for Strong Approximations with Applications

    math.ST 2025-08 unverdicted novelty 6.0

    The paper supplies computable KMT-type bounds for bounded i.i.d. sums that depend only on range and variance (or an empirical estimate), plus a moderate-deviation byproduct.