Activity Number:
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340
- New Advances in Analysis of Social Science Research
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Type:
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Contributed
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Date/Time:
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Tuesday, August 1, 2017 : 10:30 AM to 12:20 PM
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Sponsor:
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International Chinese Statistical Association
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Abstract #323453
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View Presentation
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Title:
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MIXING CONVERGENCE RATES of RENEWAL and FIRST PASSAGE TIMES PROCESSES
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Author(s):
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Ningning Wang* and Jordan Crabbe
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Companies:
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and University of Cincinnati
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Keywords:
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Renewal variables ;
renewal reward variables ;
limit theorem ;
order of approximation ;
first passage time variables ;
conditional central limit
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Abstract:
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normal approximations of such variables. A modern account of this problem is provided in this current work for the conditioned version of Rényi. The orders of approximation in these limit theorems enjoy the exact rate of convergence. The conditioned central limit theorem of renewal process is developed and its rate of approximation is given. Analogous results for the first passage time of random walk are also given.
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Authors who are presenting talks have a * after their name.