The Accuracy of Gaussian Approximation in Banach Spaces

V. Bentkus, F. Götze, V. Paulauskas and A. Račkauskas

Chapter II in Limit Theorems of Probability Theory, 2000, pp 25-111 from Springer

Abstract: Abstract Let B be a real separable Banach space with norm || · || = || · || B . Suppose that X, X 1, X 2, … ∈ B are independent and identically distributed (i.i.d.) random elements (r.e.’s) taking values in B. Furthermore, assume that EX = 0 and that there exists a zero-mean Gaussian r.e. Y ∈ B such that the covariances of X and Y coincide.

Keywords: Hilbert Space; Banach Space; Convergence Rate; Asymptotic Expansion; Central Limit Theorem (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1007/978-3-662-04172-7_2

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