Deviations from Gaussianity in deterministic discrete time dynamical systems

Wouters, J. ORCID: https://orcid.org/0000-0001-5418-7657 (2020) Deviations from Gaussianity in deterministic discrete time dynamical systems. Chaos: An Interdisciplinary Journal of Nonlinear Science, 30 (2). 023117. ISSN 1089-7682 doi: 10.1063/1.5127272

Abstract/Summary

In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable driven by a deterministic map. We demonstrate how Edgeworth expansions provide a universal description of the deviations from the limiting normal distribution. We derive explicit expressions for these asymptotic expansions and provide numerical evidence of their accuracy.

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/88857
Item Type	Article
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Publisher	American Institute of Physics
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