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arXiv · 2412.04013

Rate estimates for total variation distance with applications

Miklos Rasonyi
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Abstract

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.

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Miklos Rasonyi. 2024-12-05. Rate estimates for total variation distance with applications. https://arxiv.org/abs/2412.04013

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