Total variation distance between a jump-equation and its Gaussian approximation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s40072-022-00270-w.pdf
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3. Asmussen, S., Rosinski, J.: Approximations of small jumps of Lévy processes with a view towards simulation. J. Appl. Probab. 38, 482–493 (2001)
4. Ball, K., Kurtz, T.G., Popovic, L., Rempala, G.: Asymptotic analysis of multiscale approximations to reaction networks. Ann. Appl. Probab. 16, 1925–1961 (2006)
5. Bally, V., Caramellino, L., Poly, G.: Convergence in distribution norms in the CLT for non identical distributed random variables. Electron. J. Probab. 23, 51 (2018)
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