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Results tagged with large-deviations
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user 115814
2
votes
Concentration of closed random walks
Why don't you use central limit theorem?
By central limit theorem,
$$ \mathcal{L}\left( \frac{S_{\frac{n}{2}}}{ \sqrt{n}} , \frac{S_{n}}{ \sqrt{n}} \right) \xrightarrow{ n \rightarrow \infty} \math …
- 406
1
vote
Concentration of closed random walks
This one is a bit long to put as a reply and it is also a quantitative reply for the given problem, so I give it as another answer
I agree with Pinelis that the conditional version of CLT would be re …
- 406