• Title of article

    Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space

  • Author/Authors

    Bogatyrev، نويسنده , , S.A. and Gِtze، نويسنده , , F. and Ulyanov، نويسنده , , V.V.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2006
  • Pages
    16
  • From page
    2041
  • To page
    2056
  • Abstract
    We consider short asymptotic expansions for the probability of a sum of i.i.d. random elements to hit a ball in a Hilbert space H. The error bound for the expansion is of order O ( n - 1 ) . It depends on the first 12 eigenvalues of the covariance operator only. Moreover, the bound is non-uniform, i.e. the accuracy of the approximation becomes better as the distance between a boundary of the ball and the origin in H grows.
  • Keywords
    Central Limit Theorem , Gaussian approximation , Edgeworth expansions , Hilbert space , Covariance operator
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2006
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558541