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A useful estimate in the multidimensional invariance principle
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  • Published: September 1987

A useful estimate in the multidimensional invariance principle

  • Uwe Einmahl1 

Probability Theory and Related Fields volume 76, pages 81–101 (1987)Cite this article

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Summary

An estimate of the convergence speed in the multidimensional invariance principle is obtained. Using this estimate, we can prove strong invariance principles for partial sums of independent not necessarily identically distributed multidimensional random vectors.

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References

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Authors and Affiliations

  1. Mathematisches Institut, Universität Köln, Weyertal 86-90, D-5000, Köln 41, Federal Republic of Germany

    Uwe Einmahl

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  1. Uwe Einmahl
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Einmahl, U. A useful estimate in the multidimensional invariance principle. Probab. Th. Rel. Fields 76, 81–101 (1987). https://doi.org/10.1007/BF00390277

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  • Received: 10 October 1985

  • Revised: 27 March 1987

  • Issue Date: September 1987

  • DOI: https://doi.org/10.1007/BF00390277

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Keywords

  • Stochastic Process
  • Probability Theory
  • Random Vector
  • Mathematical Biology
  • Convergence Speed
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