Enviar artigo por via de e-mail Nonasymptotic Estimates for the Closeness of Gaussian Measures on Balls
- Autores: 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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Afiliações:
- 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
- Edição: Volume 98, Nº 2 (2018)
- Páginas: 490-493
- Seção: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225564
- DOI: https://doi.org/10.1134/S1064562418060248
- ID: 225564
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Somente assinantes
Resumo
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.
Sobre autores
A. Naumov
National Research University Higher School of Economics; Institute for Information Transmission Problems
Autor responsável pela correspondência
Email: anaumov@hse.ru
Rússia, 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
Rússia, Moscow; Moscow; Berlin; Berlin
Yu. Tavyrikov
National Research University Higher School of Economics
Email: anaumov@hse.ru
Rússia, Moscow
V. Ulyanov
National Research University Higher School of Economics; Moscow State University
Email: anaumov@hse.ru
Rússia, Moscow; Moscow
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