I. S. Borisov, E. I. Shefer, “On a rate of convergence for the arcsine law”, Teor. Veroyatnost. i Primenen., 2023, Volume 68, Issue 2,Pages <nobr>209

On a rate of convergence for the arcsine law

I. S. Borisov, E. I. Shefer

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: We study the rate of convergence of the distribution of the normalized sojourn time of a classical random walk above some nonnegative level to its limit law with unboundedly growing observation time.

Keywords: random walk, sojourn time of random walk in a domain, arcsine law.

Received: 28.06.2021
Revised: 14.06.2022
Accepted: 10.06.2022

DOI: 10.4213/tvp5512