Nonasymptotic Estimates for the Closeness of Gaussian Measures on Balls
- Авторлар: Naumov A.1,2, Spokoiny V.1,2,3,4, Tavyrikov Y.1, Ulyanov V.1,5
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Мекемелер:
- 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
- Шығарылым: Том 98, № 2 (2018)
- Беттер: 490-493
- Бөлім: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225564
- DOI: https://doi.org/10.1134/S1064562418060248
- ID: 225564
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
A. Naumov
National Research University Higher School of Economics; Institute for Information Transmission Problems
Хат алмасуға жауапты Автор.
Email: anaumov@hse.ru
Ресей, 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
Ресей, Moscow; Moscow; Berlin; Berlin
Yu. Tavyrikov
National Research University Higher School of Economics
Email: anaumov@hse.ru
Ресей, Moscow
V. Ulyanov
National Research University Higher School of Economics; Moscow State University
Email: anaumov@hse.ru
Ресей, Moscow; Moscow