We propose tight bounds for the total variation measure between two centered Gaussian laws, which improve over the existing inequalities. The suggested inequalities have applications in different contexts when a high-dimensional setting is assumed.
Barabesi, L., Pratelli, L. (2024). An inequality for the total variation distance between high-dimensional centered Gaussian laws. STATISTICS & PROBABILITY LETTERS, 211, 1-5 [10.1016/j.spl.2024.110148].
An inequality for the total variation distance between high-dimensional centered Gaussian laws
Barabesi, Lucio;
2024-01-01
Abstract
We propose tight bounds for the total variation measure between two centered Gaussian laws, which improve over the existing inequalities. The suggested inequalities have applications in different contexts when a high-dimensional setting is assumed.
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/11365/1261017