On weak convergence of Gaussian conditional distributions

DOI10.1016/J.SPL.2025.110497MaRDI QIDQ6880305zbMATH OpenFDO

Authors Sarah Lumpp, Mathias Drton

Publication date 19 December 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110497

zbMATH Keywords

Gaussian conditional distributionsLyapunov equationmatrix determinantSchur complementsingular normal distributionweak convergence

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Cites work

• Conditional independence in stationary distributions of diffusions
• Graphical models (to appear)
• Identifiability in Continuous Lyapunov Models
• On the Continuity of the Generalized Inverse
• Total variation convergence preserves conditional independence

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