Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space (Q1063308)
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English | Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space |
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Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space (English)
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1984
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Let \(S_ n\) be a sum of n independent random elements with values in a real separable Hilbert space H, \(w:H\to R^ 1\) be a polynomial of second order. In the paper under review asymptotic expansions of the probability \(P\{w(S_ n)<r\}\) are obtained.
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random elements with values in a real separable Hilbert space
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polynomial of second order
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asymptotic expansions
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