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Strong approximation for set-indexed partial sum processes via KMT constructions III

E. Rio — 2010

ESAIM: Probability and Statistics

We generalize the results of Komlós, Major and Tusnády concerning the strong approximation of partial sums of independent and identically distributed random variables with a finite -th moment to the case when the parameter set is two-dimensional. The most striking result is that the rates of convergence are exactly the same as in the one-dimensional case.

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