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Activity Number: 340 - New Advances in Analysis of Social Science Research
Type: Contributed
Date/Time: Tuesday, August 1, 2017 : 10:30 AM to 12:20 PM
Sponsor: International Chinese Statistical Association
Abstract #323453 View Presentation
Title: MIXING CONVERGENCE RATES of RENEWAL and FIRST PASSAGE TIMES PROCESSES
Author(s): Ningning Wang* and Jordan Crabbe
Companies: and University of Cincinnati
Keywords: Renewal variables ; renewal reward variables ; limit theorem ; order of approximation ; first passage time variables ; conditional central limit
Abstract:

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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