电邮这篇文章 Nonasymptotic Estimates for the Closeness of Gaussian Measures on Balls
- 作者: 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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隶属关系:
- 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
- 期: 卷 98, 编号 2 (2018)
- 页面: 490-493
- 栏目: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225564
- DOI: https://doi.org/10.1134/S1064562418060248
- ID: 225564
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详细
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.
作者简介
A. Naumov
National Research University Higher School of Economics; Institute for Information Transmission Problems
编辑信件的主要联系方式.
Email: anaumov@hse.ru
俄罗斯联邦, Moscow; Moscow
V. 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
俄罗斯联邦, Moscow; Moscow; Berlin; Berlin
Yu. Tavyrikov
National Research University Higher School of Economics
Email: anaumov@hse.ru
俄罗斯联邦, Moscow
V. Ulyanov
National Research University Higher School of Economics; Moscow State University
Email: anaumov@hse.ru
俄罗斯联邦, Moscow; Moscow
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