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

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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 (6)

• 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
• On the accuracy of the Gaussian approximation
• Asymptotics of the remainder term in the central limit theorem in a Hilbert space

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