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math.PR2024
On quantitative convergence for stochastic processes: Crossings, fluctuations and martingales
Morenikeji Neri, Thomas Powell
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes…
math.PR2024
Quantitative Strong Laws of Large Numbers
Morenikeji Neri
Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of r…