Andrei Zaitsev
Leading Scientific Researcher
Laboratory of Statistical Methods
Institute of Mathematics Petersburg Department of Steklov
E-mail: zaitsev@pdmi.ras.ru
Fields of interest:
- Probability theory
- Mathematical statistics
Recent publications:
A.Yu. Zaitsev:
Estimates for the strong approximation in the multidimensional invariance
principle,
Zapiski Nauchnykh Seminarov POMI, Vol.. 339, (2006), pp. 37-53.
A.Yu. Zaitsev:
Estimates for the rate of strong Gaussian approximation for the sums of i.i.d. multidimensional random
vectors,
Zapiski Nauchnykh Seminarov POMI, Vol. 351, (2007), pp. 141-157.
F. Götze, A.Yu. Zaitsev:
Bounds for the rate of strong approximation in the multidimensional invariance principle.
Teoriya Veroyatn. i ee Primeneniya, Vol. 53(1), (2008), pp. 100-123.
A.Yu. Zaitsev:
Multidimensional version of the results of Komlós, Major and Tusnády for
vectors with finite exponential moments.
ESAIM: Probability and Statistics, Vol. 2, (1998), pp. 41-108.
A.Yu. Zaitsev:
Multidimensional version of a result of Sakhanenko in the invariance principle
for vectors with finite exponential moments. I; II; III.
Teoriya Veroyatn. i ee Primeneniya, 2000, v. 45, 4, p. 308-335; 2001, v. 46, 3,
p. 535-561; 4, p. 744-769.
F. Götze, A.Yu. Zaitsev:
A multiplicative inequality for concentration functions of n-fold convolutions.
In: High dimensional probability II, E. Giné, D. Mason, J.A. Wellner (editors)
Birkhäuser, Boston-Basel-Berlin, 2000, p. 39-47.
A.Yu. Zaitsev:
Estimates for the strong approximation in multidimensional Central Limit Theorem.
In: Proceedings of the International Congress of Mathematicians. Bejing 2002.
Vol. III. Invited Lectures. 2002, p. 107-116.
A.Yu. Zaitsev:
Estimates of the rate of approximation in a de-Poissonization lemma.,
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, 2002,
v. 38, p. 1071-1086.
E. Giné, D.M. Mason, A.Yu. Zaitsev:
The L1-norm of density estimator process.
Annals of Probability, 2003, v. 31, p. 719-768.
A.Yu. Zaitsev:
Approximation of the sample by a Poisson point process,Â
Zapiski Nauchnyh Seminarov POMI, 2003, v. 298, p. 111-125.