Email this article Nonasymptotic Estimates for the Closeness of Gaussian Measures on Balls
- Authors: Naumov A.A.1,2, Spokoiny V.G.1,2,3,4, Tavyrikov Y.E.1, Ulyanov V.V.1,5
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Affiliations:
- National Research University Higher School of Economics
- Institute for Information Transmission Problems
- Weierstrass Institute for Applied Analysis and Stochastics
- Humboldt University of Berlin
- Moscow State University
- Issue: Vol 98, No 2 (2018)
- Pages: 490-493
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225564
- DOI: https://doi.org/10.1134/S1064562418060248
- ID: 225564
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Abstract
Upper bounds for the closeness of two centered Gaussian measures in the class of balls in a separable Hilbert space are obtained. The bounds are optimal with respect to the dependence on the spectra of the covariance operators of the Gaussian measures. The inequalities cannot be improved in the general case.
About the authors
A. A. Naumov
National Research University Higher School of Economics; Institute for Information Transmission Problems
Author for correspondence.
Email: anaumov@hse.ru
Russian Federation, Moscow; Moscow
V. G. Spokoiny
National Research University Higher School of Economics; Institute for Information Transmission Problems; Weierstrass Institute for Applied Analysis and Stochastics; Humboldt University of Berlin
Email: anaumov@hse.ru
Russian Federation, Moscow; Moscow; Berlin; Berlin
Yu. E. Tavyrikov
National Research University Higher School of Economics
Email: anaumov@hse.ru
Russian Federation, Moscow
V. V. Ulyanov
National Research University Higher School of Economics; Moscow State University
Email: anaumov@hse.ru
Russian Federation, Moscow; Moscow
