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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 270–278 (Mi tvp2344)  

This article is cited in 29 scientific papers (total in 29 papers)

On the accuracy of Gaussian approximation for the probability of hitting a ball

V. V. Yurinskiĭ

Novosibirsk
Abstract: Let $X_1,X_2,\dots$ be independent random vectors in a separable Hilbert space $H$ such that $\mathbf EX_j=0$, $\mathbf E|X_j|^3\le L$ and $B$ is their common covariance operator. Let $Y$ be a centered Gaussian vector with a covariance operator $B/\operatorname{Sp} B$.
Theorem 1. {\it For $a\in H$, $r\ge 0$
$$ |\mathbf P\{|a+S_n|<r\}-\mathbf P\{|a+Y|<r\}|\le cL(\operatorname{Sp}B)^{-1/2}(1+|a|^3)n^{-1/2}, $$
where $S_n=(X_1+\dots+X_n)(n\operatorname{Sp}B)^{-1/2}$ and $c$ depends on the spectrum of $B/\operatorname{Sp}B$ only.}
The proof is based on the combination of results [2], [3].
Received: 22.01.1981
English version:
Theory of Probability and its Applications, 1983, Volume 27, Issue 2, Pages 280–289
DOI: https://doi.org/10.1137/1127030
Bibliographic databases:
Language: Russian
Citation: V. V. Yurinskiǐ, “On the accuracy of Gaussian approximation for the probability of hitting a ball”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 270–278; Theory Probab. Appl., 27:2 (1983), 280–289
Citation in format AMSBIB
\Bibitem{Yur82}
\by V.~V.~Yurinski{\v\i}
\paper On the accuracy of Gaussian approximation for the probability of hitting a~ball
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 2
\pages 270--278
\mathnet{http://mi.mathnet.ru/tvp2344}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=657921}
\zmath{https://zbmath.org/?q=an:0565.60005}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 2
\pages 280--289
\crossref{https://doi.org/10.1137/1127030}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983QN71900006}
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  • https://www.mathnet.ru/eng/tvp/v27/i2/p270
  • This publication is cited in the following 29 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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