کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147200 957558 2006 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space
چکیده انگلیسی

We consider short asymptotic expansions for the probability of a sum of i.i.d. random elements to hit a ball in a Hilbert space H. The error bound for the expansion is of order O(n-1). It depends on the first 12 eigenvalues of the covariance operator only. Moreover, the bound is non-uniform, i.e. the accuracy of the approximation becomes better as the distance between a boundary of the ball and the origin in H grows.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 97, Issue 9, October 2006, Pages 2041-2056