Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space

DOI10.1016/0047-259X(89)90112-7zbMath0675.60011MaRDI QIDQ1122207

Vladimir V. Ulyanov, Boris A. Zalesky, Viatcheslav V. Sazonov

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Hilbert spacecharacteristic functioncovariance operatorGaussian approximation

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Estimates of moments of infinite-dimensional martingales
• Normal approximation - some recent advances
• Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space
• On the Accuracy of Normal Approximation of the Probability of Hitting a Ball
• Asymptotic expansions for bivariate von Mises functionals
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