On the accuracy of Gaussian approximation in Hilbert space

被引：1

作者：

Nagaev, SV

Chebotarev, VI

机构：

[1] Sobolev Inst Math, Novosibirsk 630090, Russia

[2] Russian Acad Sci, Comp Ctr Far E Branch, Khabarovsk 680042, Russia

来源：

ACTA APPLICANDAE MATHEMATICAE | 1999年 / 58卷 / 1-3期

关键词：

Hilbert space; Gaussian approximation; covariance operator; random vector; eigenvalues; Borel function; inner product;

D O I：

10.1023/A:1006392723016

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The bound on remainder term in CLT for a sum of independent random variables taking values in Hilbert space is obtained. This bound sharpens the result due to Bentkus and Gotze.

引用

页码：189 / 215

页数：27

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