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Conjecture on total-variation convergence of the Gaussian random-walk statistic
Let $\theta_n$ be the statistic computed from two Gaussian random walks of length $n$ , and let $\theta$ denote its limiting statistic. Write $r(n):=c n^{-1}$ for some constant $c$ .…
Conjectureopenprobability-convergence time-series total-variation-distancearXiv posted 2 days ago

Conjecture on total-variation convergence of the Gaussian random-walk statistic