I. Ahmad, A. et A. Basu, K., Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks, Scandinavian actuarial journal , 1983(2), 1983, pp. 89-105
Let {X n} by a sequence of iid r.v.'s such that {EX}1=µµ0 and Var X 1=σ2<∞. Let Sn = Σ n j=1 X j and šn=max1⩽κ⩽nSκ. Furthermore let N(c)=inf {k: Sk>C}, c⩾0. Set The following results are proved:
1.
If Δ n =O(n−γ), 0<γ⩽½ then which is equivalent to w(c)=O(c−γ).
2.
If then which is equivalent of