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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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The influence of the initial distribution on a random walk
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by Wolfgang Stadje PDF
Proc. Amer. Math. Soc. 103 (1988), 602-606 Request permission

Abstract:

Let ${T_1},{T_2}, \ldots$ be i.i.d. random variables, ${S_n} = {T_1} + \cdots + {T_n}$; let $X$ and $Y$ be independent of ${\left ( {{T_n}} \right )_{n \geq 1}}$. We study the total variation distance between the distributions of $X + {S_n}$ and $Y + {S_n}$, especially its speed of convergence to 0 in the case that some ${S_j}$ is not singular.
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Additional Information
  • © Copyright 1988 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 103 (1988), 602-606
  • MSC: Primary 60J15; Secondary 60F99, 60G50
  • DOI: https://doi.org/10.1090/S0002-9939-1988-0943090-4
  • MathSciNet review: 943090