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This article is cited in 1 scientific paper (total in 1 paper)
On a rate of convergence for the arcsine law
I. S. Borisov, E. I. Shefer Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Abstract:
We study the rate of convergence of the distribution of the normalized sojourn
time of a classical random walk above some nonnegative level to its limit law
with unboundedly growing observation time.
Keywords:
random walk, sojourn time of random walk in a domain, arcsine law.
Received: 28.06.2021 Revised: 14.06.2022 Accepted: 10.06.2022
Published: 21.04.2023
Citation:
I. S. Borisov, E. I. Shefer, “On a rate of convergence for the arcsine law”, Teor. Veroyatnost. i Primenen., 68:2 (2023), 209–235; Theory Probab. Appl., 68:2 (2023), 175–197
Linking options:
https://www.mathnet.ru/eng/tvp5512https://doi.org/10.4213/tvp5512 https://www.mathnet.ru/eng/tvp/v68/i2/p209
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