A new approach to strong embeddings
A new approach to strong embeddings
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强嵌入的新方法
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发表时间:
2007
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通讯作者:
S. Chatterjee
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作者:
S. Chatterjee
We revisit strong approximation theory from a new perspective, culminating in a proof of the Komlós–Major–Tusnády embedding theorem for the simple random walk. The proof is almost entirely based on a series of soft arguments and easy inequalities. The new technique, inspired by Stein’s method of normal approximation, is applicable to any setting where Stein’s method works. In particular, one can hope to take it beyond sums of independent random variables.