Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks

DOI10.1080/03461238.1983.10408695zbMATH Open0515.60026OpenAlexW2097286064MaRDI QIDQ3662356FDOQ3662356

Authors:

Publication date: 1983

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1983.10408695

zbMATH Keywords

central limit theoremfirst passage timerates of convergenceequivalence results

Mathematics Subject Classification ID

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

Cites Work

• On the influence of moments on the rate of convergence to the normal distribution
• On the accuracy of nonuniform Gaussian approximation to the distribution functions of sums of independent and identically distributed random variables
• On the Distribution of the Maximum of Successive Partial Sums of Independent Random Variables
• A Hàjek-Rényi extension of Lévy's inequality and some applications
• Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks
• Limit Theorems for the First Passage Time of a Certain Level
• On an Estimate of the Concentration Function of a Sum of Independent Random Variables
• A classical limit theorem without invariance or reflection

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