论文标题
累积过程的强高斯近似
Strong Gaussian approximation for cumulative processes
论文作者
论文摘要
在史密斯意义上，我们在强大的不变性原理中建立了最佳的对数融合速率。获得了Komlós-Major-Tusnády型的指数概率不平等。提供的示例包括申请停止款项以及出生和死亡过程。
We establish optimal logarithmic rates of convergence in the strong invariance principle for multivariate cumulative processes in the Smith's sense. Exponential probabilistic inequalities of Komlós-Major-Tusnády type are obtained. Provided examples include applications to stopped sums and birth and death processes.
