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