On the Accuracy of Kraft Upper Bound for the 𝐿1-Distance between Gaussian Densities in 𝑅𝑘

Zurab Kvatadze; Tengiz Shervashidze

doi:10.1515/GMJ.2005.679

Published by De Gruyter March 10, 2010

On the Accuracy of Kraft Upper Bound for the 𝐿₁-Distance between Gaussian Densities in 𝑅^𝑘

Zurab Kvatadze and Tengiz Shervashidze

From the journal Georgian Mathematical Journal

https://doi.org/10.1515/GMJ.2005.679

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Abstract

For a scaled family of centered nonsingular Gaussian measures in 𝑘^𝑘 the 𝐿₁-distance between any two densities is compared with its Kraft upper bound.

Key words and phrases:: 𝐿1-distance between probability densities; total variation; Hellinger integral; Kraft inequalities; Gaussian measure; scaling

Received: 2004-12-08

Revised: 2005-07-05

Published Online: 2010-03-10

Published in Print: 2005-December

On the Accuracy of Kraft Upper Bound for the 𝐿₁-Distance between Gaussian Densities in 𝑅^𝑘

Abstract

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