Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

IRTG1792DP2018 028

Toolbox: Gaussian comparison on Eucledian balls

Andzhey Koziuk
Vladimir Spokoiny

In the work a characterization of difference of multivariate Gaussian measures is found on the
family of centered Eucledian balls. In particular, it helps to derive (xx see paper).

multivariate Gaussian measure, Kolmogorov distance, Gaussian comparison

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