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Bibliographic Details
Main Author: Rasonyi, Miklos
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2412.04013
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author Rasonyi, Miklos
author_facet Rasonyi, Miklos
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2412_04013
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Rate estimates for total variation distance with applications
Rasonyi, Miklos
Probability
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.
title Rate estimates for total variation distance with applications
topic Probability
url https://arxiv.org/abs/2412.04013