Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks
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Publication:5665955
DOI10.1214/aoms/1177690890zbMath0252.60027OpenAlexW1966722954MaRDI QIDQ5665955
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177690890
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (6)
Strong approximations of renewal processes and their applications ⋮ Wiener-Hopf equations and their applications in probability theory ⋮ On the maximal displacement of near-critical branching random walks ⋮ On the rates of convergence in limit theorems for one-sided stopping rules ⋮ Estimates of speed of convergence in limit theorems for first passage times ⋮ Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks
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