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Short Communications
A nonuniform estimate for the error in short asymptotic expansions in Hilbert space
S. A. Bogatyrev M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
This work considers short asymptotic expansions of the probability for a sum of independent random elements to hit a ball in Hilbert space. An estimate for the error of the decomposition which is optimal with respect to a number of summands and depending only on at most 12 eigenvalues of the covariance operator of a summand is obtained. The error decreases if the distance between the bound of the ball and the zero element increases.
Keywords:
short asymptotic expansions, Hilbert space, nonuniform estimate.
Received: 19.08.2002
Citation:
S. A. Bogatyrev, “A nonuniform estimate for the error in short asymptotic expansions in Hilbert space”, Teor. Veroyatnost. i Primenen., 47:4 (2002), 769–772; Theory Probab. Appl., 47:4 (2003), 689–692
Linking options:
https://www.mathnet.ru/eng/tvp3780https://doi.org/10.4213/tvp3780 https://www.mathnet.ru/eng/tvp/v47/i4/p769
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