Berry-Esseen theorem for random walks conditioned to stay positive

被引：0

作者：

Hong, Wenming ^{[1
,2
]}

Sun, Mingyang ^{[1
,2
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China

[2] Beijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R China

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2024年 / 29卷

关键词：

random walk; Berry-Esseen theorem; conditioned process; h-transform; LIMIT-THEOREM;

D O I：

10.1214/24-ECP605

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish a Berry-Esseen theorem for random walks conditioned to stay positive under P+ (the probability by Doob's h-transform), which quantifies the convergence rate in the Kolmogorov distance of the central limit theorem proved by Bryn-Jones and Doney (2006). Our approach is based on a recent analogous result by Grama and Xiao (2021) for random walks conditioned to stay positive over a finite time interval.

引用

页码：1 / 8

页数：8

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