Half-normal approximation for statistics of symmetric simple random walk

Al-ameen Sama-ae, Nattakarn Chaidee and Kritsana Neammanee

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 4, 779-792

Abstract: In 2013, Döbler used Stein’s method to obtain the uniform bounds in half-normal approximation for three statistics of a symmetric simple random walk; the maximum value, the number of returns to the origin and the number of sign changes up to a given time n. In this paper, we give the non-uniform bounds for these statistics by using Stein’s method and the concentration inequality approach.

Date: 2018
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DOI: 10.1080/03610926.2016.1139129

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