Zurab Kvatadze, Tengiz Shervashidze

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

Abstract:
For a scaled family of centered nonsingular Gaussian measures in $R^k$ the $L_1$-distance between any two densities is compared with its Kraft upper bound.

Keywords:
$L_1$-distance between probability densities, total variation, Hellinger integral, Kraft inequalities, Gaussian measure, scaling.

MSC 2000: 60E15