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
Link To Document :
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