Cramér type moderate deviation for random walks conditioned to stay positive

被引：0

作者：

Sun, Mingyang ^{[1
,2
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China

[2] Beijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2025年 / 216卷

关键词：

Random walks; Cram & eacute; r moderate deviation; Strong approximation; LIMIT-THEOREMS;

D O I：

10.1016/j.spl.2024.110258

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish a Cram & eacute;r 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).

引用

页数：8

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