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On the Accuracy of Gaussian Approximation in Hilbert Space |
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| Authors: | S. V. Nagaev V. I. Chebotarev |
| Affiliation: | (1) Sobolev Institute of Mathematics, Koptjug prospekt 4, 630090 Novosibirsk, Russia. e-mail;(2) Computer Centre of Far East Branch of Russian Academy of Science, Tikhookeanskaya str. 153, 680042 Khabarovsk, Russia. e-mail |
| Abstract: | The bound on remainder term in CLT for a sum of independent random variables taking values in Hilbert space is obtained. This bound sharpens the result due to Bentkus and Götze. |
| Keywords: | Hilbert space Gaussian approximation covariance operator random vector eigenvalues Borel function inner product |
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