Half-normal approximation for statistics of symmetric simple random walk

DOI10.1080/03610926.2016.1139129zbMath1384.60064OpenAlexW2472648039MaRDI QIDQ4634798

Nattakarn Chaidee, K. Neammanee, Al-Ameen Sama-Ae

Publication date: 11 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1139129

zbMATH Keywords

Stein's methodconcentration inequalitysymmetric simple random walkhalf-normal distributionno-uniform and non-uniform bounds

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (1)

A non uniform bound for half-normal approximation of the number of returns to the origin of symmetric simple random walk

Cites Work

• Poisson approximation for dependent trials
• A Guide to First-Passage Processes
• Normal Approximation by Stein’s Method
• Stein's method for the half-normal distribution with applications to limit theorems related to the simple symmetric random walk
• A non-uniform Berry-Esseen bound via Stein's method
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