Asymptotic analysis of parameterised univariate Gaussian splitting

Abstract

This document provides in-depth details for the derivation of the univariate splitting algorithm developed in arXiv:2606.01530. The algorithm approximates the standard, 1-D Gaussian distribution with a mixture of uniformly spaced homoscedastic Gaussian components. The solution is found by minimising the squared $L^2$ norm of the mismatch between the approximation and the original Gaussian. This text presents asymptotic analyses of the proposed splitting in the limit of small step $h$ between the mixand means and in the limit of large number of mixands $M$.