确定性离散时间动力系统的高斯性偏差
Deviations from Gaussianity in deterministic discrete time dynamical systems
摘要:
在本文中,我们研究了两种类型的随机变量收敛到正态分布的偏差,即由确定性离散时间映射和线性阻尼变量驱动的确定性映射产生的随机变量的总和。我们演示了如何埃奇沃思展开提供了一个普遍的描述的偏离极限正态分布。我们推导出这些渐近展开式的明确表达式,并提供数值证据证明其准确性。
英文摘要:
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.
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