English

Error bounds in a smooth metric for Brownian approximation of dynamical systems via Stein's method

Dynamical Systems 2025-11-05 v2 Probability

Abstract

We adapt Stein's method of diffusion approximations, developed by Barbour, to the study of chaotic dynamical systems. We establish an error bound in the functional central limit theorem with respect to an integral probability metric of smooth test functions under a functional correlation decay bound. For systems with a sufficiently fast polynomial rate of correlation decay, the error bound is of order O(N1/2)O(N^{-1/2}), under an additional condition on the linear growth of variance. Applications include a family of interval maps with neutral fixed points and unbounded derivatives, and two-dimensional dispersing Sinai billiards.

Keywords

Cite

@article{arxiv.2501.13498,
  title  = {Error bounds in a smooth metric for Brownian approximation of dynamical systems via Stein's method},
  author = {Juho Leppänen and Yuto Nakajima and Yushi Nakano},
  journal= {arXiv preprint arXiv:2501.13498},
  year   = {2025}
}

Comments

v2: Incorporated referee feedback, to appear in Journal of Statistical Physics