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2026-01-16 10:24 UTC · math.PR · math.PR

Rate of convergence of the conditioned random walk towards the Brownian bridge

Laurent Decreusefond, Antonin Jacquet

We study the rate of convergence of two discrete processes towards the Brownian bridge: the random walk conditioned to be zero at time 2n and the empirical process which appears in the Glivencko-Cantelli theorem. Combining a functional Stein method with a Radon-Nikodym representation of the bridge, we bound the Fortet-Mourier distance between these conditioned processes and the Brownian bridge.
arXiv abstractPDF

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