Title:
Histogram convergence
Abstract:
I shall present a method of characterizing how fast random samples from a given distribution "converge" to their corresponding distribution.
In particular, a variation of the Kolmogorov Smirnoff test shall be presented that is generic and easy to apply. This in turn can be applied to
detect time varying dynamics, for detecting time varying Hamiltonians in quantum mechanics, or for anomoly detection.
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