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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 279–285
(Mi tvp2345)
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This article is cited in 13 scientific papers (total in 13 papers)
Estimates of the accuracy of normal approximation in a Hilbert space
B. A. Zalesskiĭ Moscow
Abstract:
Let $X_1,X_2,\dots$ be a sequence of independent identically distributed random variables with values in a separable Hilbert space such that $\mathbf EX_j=0$, $\mathbf E|x_j|^{3+\delta}<\infty$, $0\le\delta\le 1$. Estimates of the accuracy of normal approximation for $\mathbf P\{|n^{-1/2}(X_1+\dots+X_n)|<r\}$ are constructed. For $0\le\delta\le 1$ the order of approximation is $O(n^{-1_+\delta)/2})$, for $\delta=1$ the order is $O(n^{-1+\varepsilon})$, $\varepsilon>0$.
Received: 22.10.1981
Citation:
B. A. Zalesskiǐ, “Estimates of the accuracy of normal approximation in a Hilbert space”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 279–285; Theory Probab. Appl., 27:2 (1983), 290–298
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Abstract page: | 156 | Full-text PDF : | 70 |
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