Approximation of the expectation of the first exit time from an interval for a random walk (Q299162): Difference between revisions

@@ Property / author @@
-Vladimir Ivanovich Lotov
@@ Property / author: Vladimir Ivanovich Lotov / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 60G50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6596333
@@ Property / zbMATH DE Number: 6596333 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random walk
@@ Property / zbMATH Keywords: random walk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+first exit time
@@ Property / zbMATH Keywords: first exit time / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Wald's sequential test
@@ Property / zbMATH Keywords: Wald's sequential test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic expansions
@@ Property / zbMATH Keywords: asymptotic expansions / rank @@
+Normal rank
@@ Property / author @@
+Vladimir Ivanovich Lotov
@@ Property / author: Vladimir Ivanovich Lotov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q5783814
@@ Property / cites work: Q5783814 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential analysis. Tests and confidence intervals
+Normal rank
@@ Property / cites work @@
+Asymptotic Expansions in a Sequential Likelihood Ratio Test
+Normal rank
@@ Property / cites work @@
+Q4506364
@@ Property / cites work: Q4506364 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5541665
@@ Property / cites work: Q5541665 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems in a boundary crossing problem for random walks
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Analysis of Distributions in Problems with Two Boundaries. I
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:299162