Toolbox: Gaussian comparison on Eucledian balls
Probability
2018-04-03 v1
Abstract
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 bound corresponding Kolmogorov distance.
Cite
@article{arxiv.1804.00601,
title = {Toolbox: Gaussian comparison on Eucledian balls},
author = {Andzhey Koziuk and Vladimir Spokoiny},
journal= {arXiv preprint arXiv:1804.00601},
year = {2018}
}
Comments
9 pages