A. Sakhanenko

collaborators

2 papers

math.PR2025

Random walks with square-root boundaries: the case of exact boundaries $g (t) = c t + b - a$

Denis Denisov, Alexander Sakhanenko, Sara Terveer +1

Let $S (n)$ be a real valued random walk with i.i.d. increments which have zero mean and finite variance. We are interested in the asymptotic properties of the stopping time $T(g):=…

math.PR2020

Prokhorov distance with rates of convergence under sublinear expectations

Qianqian Zhou, Alexander Sakhanenko, Junyi Guo

Prokhorov distances under sublinear expectations are presented in CLT and functional CLT, and the convergence rates for them are obtained by Lindeberg method. In particular, the ob…

Random walks with square-root boundaries: the case of exact boundaries g(t)=ct+b​−a

Prokhorov distance with rates of convergence under sublinear expectations

Random walks with square-root boundaries: the case of exact boundaries $g (t) = c t + b - a$