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On the Rate of Convergence of Stopped Random Walks

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Publication:3668569
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DOI10.1137/0514075zbMATH Open0519.60021OpenAlexW2018417389MaRDI QIDQ3668569FDOQ3668569


Authors: Jed Chapin, J. L. B. Gamlen Edit this on Wikidata


Publication date: 1983

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0514075





zbMATH Keywords

rate of convergencecentral limit problemstopped random walksabsorbing boundary points


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)







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