Rate estimates for total variation distance with applications
Probability
2025-08-29 v2
Abstract
We present a Fourier-analytic method for estimating convergence rates in total variation distance in terms of various metrics related to weak convergence. Applications are provided in the areas of Malliavin calculus, normal approximation and stochastic dynamical systems with memory.
Cite
@article{arxiv.2412.04013,
title = {Rate estimates for total variation distance with applications},
author = {Miklos Rasonyi},
journal= {arXiv preprint arXiv:2412.04013},
year = {2025}
}
Comments
Proofs in last section. Some corrections. More references added