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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.27742 |
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| _version_ | 1866911723289575424 |
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| author | Tudor, Ciprian A. Zurcher, Jérémy |
| author_facet | Tudor, Ciprian A. Zurcher, Jérémy |
| contents | We derive a multidimensional Stein's method for asymptotic independence in the case of a general target $μ$ with a density, being invariant measure of a diffusion process. It allows us to give a general bound in Wasserstein distance between the law of a couple $(X, Y)$, where $X$ is a random variable, and $Y$ a random vector and $μ\otimes \mathrm{Law}(Y)$. We focus in particular in the case where $X$ and $Y$ are differentiable in the Malliavin sense, by being function of a finite number of stochastic Wiener integrals. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_27742 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Multidimensional Stein's method for asymptotic independence with invariant measures of diffusion Tudor, Ciprian A. Zurcher, Jérémy Probability We derive a multidimensional Stein's method for asymptotic independence in the case of a general target $μ$ with a density, being invariant measure of a diffusion process. It allows us to give a general bound in Wasserstein distance between the law of a couple $(X, Y)$, where $X$ is a random variable, and $Y$ a random vector and $μ\otimes \mathrm{Law}(Y)$. We focus in particular in the case where $X$ and $Y$ are differentiable in the Malliavin sense, by being function of a finite number of stochastic Wiener integrals. |
| title | Multidimensional Stein's method for asymptotic independence with invariant measures of diffusion |
| topic | Probability |
| url | https://arxiv.org/abs/2605.27742 |