Zaitsev, A. Yu. On the strong Gaussian approximation in multidimensional case. (English) Zbl 1055.60032 Ann. I.S.U.P. 45, No. 2-3, 3-7 (2001). Summary: A multidimensional version of a result of J. Komlós, P. Major and G. Tusnády [Z. Wahrscheinlichkeitstheorie Verw. Geb. 32, 111–131 (1975; Zbl 0308.60029) and ibid. 34, 33–58 (1976; Zbl 0307.60045)] for sums of independent random vectors with finite exponential moments is proved. Cited in 2 Documents MSC: 60F17 Functional limit theorems; invariance principles 60F15 Strong limit theorems Keywords:multidimensional invariance principle; strong approximation; sums of independent random vectors; central limit theorem Citations:Zbl 0308.60029; Zbl 0307.60045 PDFBibTeX XMLCite \textit{A. Yu. Zaitsev}, Ann. I.S.U.P. 45, No. 2--3, 3--7 (2001; Zbl 1055.60032)