2 papers
math.PR2024
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider a one-dimensional random walk having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities…
math.PR2024
Berry-Esseen inequality for random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider random walks conditioned to stay positive. When the mean of increments is zero and variance is finite it is known that they converge to the Rayleigh distribution. In th…