Convergence Rates to the Arcsine Law Full article
| Journal |
Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219 |
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| Output data | Year: 2023, Volume: 68, Number: 2, Pages: 175-197 Pages count : 23 DOI: 10.1137/S0040585X97T991350 | ||
| Tags | arcsine law, random walk, sojourn time of random walk in a domain | ||
| Authors |
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| Affiliations |
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Funding (1)
| 1 | Sobolev Institute of Mathematics | FWNF-2022-0015 |
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.
Cite:
Borisov I.S.
, Shefer E.I.
Convergence Rates to the Arcsine Law
Theory of Probability and its Applications. 2023. V.68. N2. P.175-197. DOI: 10.1137/S0040585X97T991350 WOS Scopus РИНЦ OpenAlex
Convergence Rates to the Arcsine Law
Theory of Probability and its Applications. 2023. V.68. N2. P.175-197. DOI: 10.1137/S0040585X97T991350 WOS Scopus РИНЦ OpenAlex
Original:
Борисов И.С.
, Шефер Е.И.
Скорость сходимости в законе арксинуса
Теория вероятностей и ее применения. 2023. Т.68. №2. С.209-235. DOI: 10.4213/tvp5512 РИНЦ OpenAlex
Скорость сходимости в законе арксинуса
Теория вероятностей и ее применения. 2023. Т.68. №2. С.209-235. DOI: 10.4213/tvp5512 РИНЦ OpenAlex
Dates:
| Submitted: | Jun 28, 2021 |
| Accepted: | Jun 10, 2022 |
| Published print: | Aug 2, 2023 |
| Published online: | Sep 4, 2023 |
Identifiers:
| Web of science: | WOS:001052729100001 |
| Scopus: | 2-s2.0-85179373759 |
| Elibrary: | 62500526 |
| OpenAlex: | W4385487782 |