Berry-Esseen inequality for random walks conditioned to stay positive

par Vitali Wachtel (Bielefeld University)

vendredi 28 mars 2025, 10:30 → 11:30 Europe/Paris

E2 1180 (Tours)

We consider random walks conditioned to stay positive. When the mean of increments is zero and variance is finite it is known that they converge to the Rayleigh distribution. In the present paper we derive a Berry-Esseen type estimate and show that the rate of convergence is of order $n^{-1/2}$.