Cramér type moderate deviation for random walks conditioned to stay positive

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2024-08-28 DOI:10.1016/j.spl.2024.110258

Mingyang Sun

引用次数: 0

Abstract

We establish a Cramér type moderate deviation for random walks conditioned to stay positive, which gives the relative error for the central limit theorem proved by Iglehart (1974). Unlike the traditional technique of conjugate distributions, our approach is based on the strong approximation between random walks and Brownian motion in the same vein as Grama and Xiao (2021).

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有条件保持正值的随机游走的克拉梅尔型适度偏差

我们为保持正值的随机游走建立了克拉梅尔型适度偏差，这给出了伊格尔哈特（1974 年）证明的中心极限定理的相对误差。与共轭分布的传统技术不同，我们的方法基于随机游走和布朗运动之间的强近似，与 Grama 和 Xiao（2021 年）的方法一脉相承。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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