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Quantative bounds for high-dimensional non linear functionals of gaussian processes
Quantative bounds for high-dimensional non linear functionals of gaussian processes
Seminario de Probabilidad y Procesos Estocásticos Resumen Explicit quantitative bounds in the hyper-rectangle distance dHR in terms of a Berry-Esseen type bound are derived, in the setting of highdimensional, non-linear functionals of Gaussian processes while allowing for a strong dependence structure. Under some smoothness and regularity assumptions, the rate under dHR is determined to be sub-polynomial […]
