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Deviations from Gaussianity in deterministic discrete time dynamical systems

Wouters, J. (2020) Deviations from Gaussianity in deterministic discrete time dynamical systems. Chaos: An Interdisciplinary Journal of Nonlinear Science, 30 (2). 023117. ISSN 1089-7682

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To link to this item 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
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:88857
Publisher:American Institute of Physics

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