On approximation of Gaussian integrals

A. M. Nikouline

Statistics & Probability Letters, 1999, vol. 45, issue 2, 159-165

Abstract: In this article we compare the difference between an absolute moment of any Gaussian measure on the Hilbert space and the corresponding moment of its projection onto some finite-dimensional subspace.

Keywords: Gaussian; measure; Hilbert; space; Banach; space; Infinite-dimensional; Gaussian; integral (search for similar items in EconPapers)
Date: 1999
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