The subject of Gaussian space is too enormous to be surveyed here; some recommended texts include Janson [Jan97] and Bogachev [Bog98], the latter having an extremely thorough bibliography.
[...]


The subject of Gaussian space is too enormous to be surveyed here; some recommended texts include Janson [Jan97] and Bogachev [Bog98], the latter having an extremely thorough bibliography. [...] Let’s summarize the Variant Berry–Esseen Theorem and proof from the preceding section, using slightly different notation. (Specifically, we’ll rewrite $\boldsymbol{X}_i = a_i {\boldsymbol{x}}_i$ where $\mathop{\bf Var}[{\boldsymbol{x}}_i] = 1$, so $a_i = \pm \sigma_i$.) [...] 

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