Gaussian approximation of Gaussian scale mixtures.
| Autor: | Letac, Gérard |
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| Další autoři: | |
| Jazyk: | angličtina |
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| Druh dokumentu: | Non-fiction |
| ISSN: | 0023-5954 |
| Abstrakt: | Abstract: For a given positive random variable V>0 and a given Z∼N(0,1) independent of V, we compute the scalar t0 such that the distance in the L2(R) sense between ZV1/2 and Zt0--√ is minimal. We also consider the same problem in several dimensions when V is a random positive definite matrix. |
| Databáze: | Katalog Knihovny AV ČR |
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