Approximation of the distribution of the supremum of a centered random walk. Application to the local score.
Etienne, Marie-Pierre ; Vallois, Pierre,
HAL, hal-00141218 / Harvested from HAL
Text on HAL
We determine the rate of convergence of the distribution function of the one-sided supremum of a centered random walk to its limit.
Publié le : 2004-07-05
Classification:  Skorokhod's embedding,  local score,  random walk,  one-sided maximum,  60F05, 60F17, 60G17, 60G40, 60G50,60J65,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00141218,
     author = {Etienne, Marie-Pierre and Vallois, Pierre, },
     title = {Approximation of the distribution of the supremum of a centered random walk. Application to the local score.},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00141218}
}

Etienne, Marie-Pierre; Vallois, Pierre, . Approximation of the distribution of the supremum of a centered random walk. Application to the local score.. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00141218/