Half-normal approximation for statistics of symmetric simple random walk
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Publication:4634798
DOI10.1080/03610926.2016.1139129zbMath1384.60064OpenAlexW2472648039MaRDI QIDQ4634798
Nattakarn Chaidee, K. Neammanee, Al-Ameen Sama-Ae
Publication date: 11 April 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1139129
Stein's methodconcentration inequalitysymmetric simple random walkhalf-normal distributionno-uniform and non-uniform bounds
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (1)
Cites Work
- Poisson approximation for dependent trials
- A Guide to First-Passage Processes
- Normal Approximation by Stein’s Method
- Stein's method for the half-normal distribution with applications to limit theorems related to the simple symmetric random walk
- A non-uniform Berry-Esseen bound via Stein's method
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