A rate of convergence for the arcsine law by Stein's method
Probability
2012-07-11 v1
Abstract
Using Stein's method for the Beta distributions and a recent technique by Goldstein and Reinert of comparing the Stein characterization of the target distribution with that of the approximating distribution we prove a rate of convergence in the classical arcsine law, which states that the distribution of the relative time spent positive by a symmetric random walk on converges weakly to the arcsine distribution on .
Keywords
Cite
@article{arxiv.1207.2401,
title = {A rate of convergence for the arcsine law by Stein's method},
author = {Christian Döbler},
journal= {arXiv preprint arXiv:1207.2401},
year = {2012}
}