Stein's Method for Convergence Rates of Invariant Measures in the Nonlocal-to-Local Limit

Abstract

We utilize Stein's method to establish quantitative bounds on the total variation distance between the invariant measure of a drifted nonlocal Markov operator and that of its local counterpart under minimal assumptions on the drifts. The main ingredient is a reduction via Stein's method that transforms the original problem into analyzing growth estimates for solutions to a nonlocal Poisson equation and decay estimates for the invariant measure of the local operator.