An invariance principle under the total variation distance

DOI10.1016/j.spa.2014.12.010zbMath1321.60065arXiv1310.4266OpenAlexW2069907385MaRDI QIDQ2342391

Ivan Nourdin, Guillaume Poly

Publication date: 28 April 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.4266

zbMATH Keywords

convergence in lawinvariance principleabsolute continuityhomogeneous polynomialstotal variation distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Total variation distance between stochastic polynomials and invariance principles ⋮ Improved bounds for the total variation distance between stochastic polynomials ⋮ Fractional smoothness of distributions of polynomials and a fractional analog of the Hardy–Landau–Littlewood inequality ⋮ Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process ⋮ Fractional smoothness of images of logarithmically concave measures under polynomials ⋮ Recent advances in various fields of numerical probability ⋮ Asymptotic development for the CLT in total variation distance

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