On the accuracy of Gaussian approximation in a Hilbert space

zbMATH Open1125.60300MaRDI QIDQ5482006FDOQ5482006

Authors: Sergei Nagaev, V. I. Chebotarev 

Publication date: 24 August 2006

Recommendations

• On the accuracy of Gaussian approximation in Hilbert space
• scientific article; zbMATH DE number 219290
• Publication:3473872
• scientific article; zbMATH DE number 4062233
• scientific article; zbMATH DE number 3866263

zbMATH Keywords

conditionally independent random variableseigenvalues of the covariance operatordiscretization of a probability distributionGaussian approximation in Hilbert space

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05)

Cited In (7)

• Approximation of Gaussians by spherical Gauss-Laguerre basis in the weighted Hilbert space
• Title not available (Why is that?)
• Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space
• On the accuracy of Gaussian approximation in Hilbert space
• Approximation of Hilbert-valued gaussians on Dirichlet structures
• On the accuracy of the Gaussian approximation
• Asymptotics of the remainder term in the central limit theorem in a Hilbert space

This page was built for publication: On the accuracy of Gaussian approximation in a Hilbert space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5482006)