Deviations from Gaussianity in deterministic discrete time dynamical systems
Chaotic Dynamics
2020-02-19 v1 Dynamical Systems
Probability
Abstract
In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable driven by a deterministic map. We demonstrate how Edgeworth expansions provide a universal description of the deviations from the limiting normal distribution. We derive explicit expressions for these asymptotic expansions and provide numerical evidence of their accuracy.
Cite
@article{arxiv.1909.04578,
title = {Deviations from Gaussianity in deterministic discrete time dynamical systems},
author = {Jeroen Wouters},
journal= {arXiv preprint arXiv:1909.04578},
year = {2020}
}