Error Bounds in a Smooth Metric for Brownian Approximation of Dynamical Systems via Stein’s Method
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DOI: 10.1007/s10955-025-03547-1
Abstract: We adapt Stein’s method of diffusion approximations, developed by Barbour, to the study of chaotic dynamical systems. We establish an error bound in the functional central limit theorem with respect to an integral probability metric… read more here.
Keywords: dynamical systems; error bounds; stein method; bounds smooth ... See more keywords