Abstract <p>The main aim of the paper is to estimate the convergence rate of the normalized sojourn time of a continuous-time random walk at a point of a multidimensional lattice to the limiting distribution. Using Stein’s method, we obtain estimates for the convergence rate to the exponential, half-normal, and Mittag–Leffler distributions in the Wasserstein metric.</p>

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Convergence Rate of the Sojourn Time of a Random Walk at a Multidimensional Lattice Point to the Limiting Distribution

  • O. V. Yushkova,
  • E. B. Yarovaya

摘要

Abstract

The main aim of the paper is to estimate the convergence rate of the normalized sojourn time of a continuous-time random walk at a point of a multidimensional lattice to the limiting distribution. Using Stein’s method, we obtain estimates for the convergence rate to the exponential, half-normal, and Mittag–Leffler distributions in the Wasserstein metric.