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.References
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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