{
  "id": "1701.02966",
  "version": "v1",
  "published": "2017-01-11T13:35:53.000Z",
  "updated": "2017-01-11T13:35:53.000Z",
  "title": "Stein's method for dynamical systems",
  "authors": [
    "Olli Hella",
    "Juho Leppänen",
    "Mikko Stenlund"
  ],
  "categories": [
    "math.PR",
    "math-ph",
    "math.DS",
    "math.MP"
  ],
  "abstract": "We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit theorem augmented by a rate of convergence. We then present a scheme for checking these conditions in actual examples. The principal contribution of our paper is the method, which yields a convergence rate essentially with the same amount of work as the central limit theorem, together with a multiplicative constant that can be computed directly from the assumptions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-01-11T13:35:53.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "37A05",
      "37A50"
    ],
    "keywords": [
      "steins method",
      "multivariate central limit theorem",
      "correlation-decay conditions",
      "normal approximation",
      "convergence rate"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}