On the accuracy of Gaussian approximation in a Hilbert space

MaRDI QIDQ5482006zbMATH OpenFDO

Authors Sergei Nagaev, V. I. Chebotarev

Publication date 24 August 2006

zbMATH Keywords

conditionally independent random variablesdiscretization of a probability distributioneigenvalues of the covariance operatorGaussian approximation in Hilbert space

Mathematics Subject Classification ID

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

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