Toolbox: Gaussian comparison on Eucledian balls

2018/04/02 by Andzhey Koziuk, Koziuk, Andzhey, Vladimir Spokoiny +1
Mathematics · #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1804.00601

openalex publication_date 2018/04/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

Citations

• Estimation of the Mean of a Multivariate Normal Distribution

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