Improved bounds for the total variation distance between stochastic polynomials
Probability
2023-08-07 v1
Abstract
The paper studies upper bounds for the total variation distance between two polynomials of a special form in random vectors satisfying the Doeblin-type condition. Our approach is based on the recent results concerning Nikolskii--Besov-type smoothness of distribution densities of polynomials in logarithmically concave random vectors. The main results of the paper improve previously obtained estimates of Nourdin--Poly and Bally--Caramellino.
Keywords
Cite
@article{arxiv.2308.02007,
title = {Improved bounds for the total variation distance between stochastic polynomials},
author = {Egor Kosov and Anastasia Zhukova},
journal= {arXiv preprint arXiv:2308.02007},
year = {2023}
}