Stein's method for the half-normal distribution with applications to limit theorems related to the simple symmetric random walk

zbMath1328.60063arXiv1303.4592MaRDI QIDQ5248336

Christian Döbler

Publication date: 7 May 2015

Full work available at URL: https://arxiv.org/abs/1303.4592

zbMATH Keywords

Stein's methodKolmogorov distanceWasserstein distancehalf-normal distributiondensity approachsimple symmetric random walk

Mathematics Subject Classification ID

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

Related Items (5)

Products of normal, beta and gamma random variables: Stein operators and distributional theory ⋮ A half-normal distribution scheme for generating functions ⋮ Stein's method for functions of multivariate normal random variables ⋮ Half-normal approximation for statistics of symmetric simple random walk ⋮ A non uniform bound for half-normal approximation of the number of returns to the origin of symmetric simple random walk

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