Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space (Q1593972)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1557312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space |
scientific article; zbMATH DE number 1557312 |
Statements
Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space (English)
0 references
28 January 2001
0 references
For the sum of a sequence of independent and identically distributed (i.i.d.) random variables taking values in a real separable Hilbert space, this paper first obtains some estimates for its concentration function. Based on these estimates, some upper bounds for the difference between the distribution of the sum and that of a corresponding infinitely divisible law are given. These upper bounds describe the accuracy of the approximation of infinitely divisible law to the distribution of the sum and are analogous to the Berry-Esseen bounds for the accuracy of the normal approximation to the sum of real i.i.d. variables.
0 references
Hilbert space
0 references
infinitely divisible law
0 references
sum of random variables
0 references
0.845481276512146
0 references
