Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space |
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Authors: | SA Bogatyrev VV Ulyanov |
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Institution: | a Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia b Faculty of Mathematics, University of Bielefeld, Germany |
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Abstract: | 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. |
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Keywords: | primary 60B12 secondary 60F05 |
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