Stein's method for dynamical systems
Probability
2017-01-12 v1 Mathematical Physics
Dynamical Systems
math.MP
Abstract
We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit theorem augmented by a rate of convergence. We then present a scheme for checking these conditions in actual examples. The principal contribution of our paper is the method, which yields a convergence rate essentially with the same amount of work as the central limit theorem, together with a multiplicative constant that can be computed directly from the assumptions.
Cite
@article{arxiv.1701.02966,
title = {Stein's method for dynamical systems},
author = {Olli Hella and Juho Leppänen and Mikko Stenlund},
journal= {arXiv preprint arXiv:1701.02966},
year = {2017}
}