Gaussian Mixtures and Normal Approximation for V. N. Sudakov’s Typical Distributions


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Abstract

We derive a general upper bound on the distance of the standard normal law to typical distributions in V. N. Sudakov’s theorem (in terms of the weighted total variation).

About the authors

S. G. Bobkov

University of Minnesota

Author for correspondence.
Email: bobkov@math.umn.edu
United States, Minneapolis

G. P. Chistyakov

University of Bielefeld

Email: bobkov@math.umn.edu
Germany, Bielefeld

F. Götze

University of Bielefeld

Email: bobkov@math.umn.edu
Germany, Bielefeld

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