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arXiv · 2608.02927

Thinning Operation via the Poisson-F\"ollmer Process

Ioannis Kavvadias
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Abstract

We give an alternative proof of Yu's Thinning Lemma and of the Law of Thin Numbers using a stochastic variational formula for the relative entropy. We show that this approach yields new convergence rates for the Law of Thin Numbers, complementing and extending previously known results.

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Ioannis Kavvadias. 2026-08-03. Thinning Operation via the Poisson-F\"ollmer Process. https://arxiv.org/abs/2608.02927

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