Brownian approximations to first passage probabilities (Q3945332): Difference between revisions

@@ Property / author @@
+David O. Siegmund
@@ Property / author: David O. Siegmund / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
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@@ Property / cites work @@
+Q5541665
@@ Property / cites work: Q5541665 / rank @@
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@@ Property / cites work @@
+Q5563135
@@ Property / cites work: Q5563135 / rank @@
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@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional central limit theorems for random walks conditioned to stay positive
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@@ Property / cites work @@
+Some Limit Theorems for Large Deviations
@@ Property / cites work: Some Limit Theorems for Large Deviations / rank @@
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@@ Property / cites work @@
+Q4776687
@@ Property / cites work: Q4776687 / rank @@
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@@ Property / cites work @@
+Q4170136
@@ Property / cites work: Q4170136 / rank @@
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@@ Property / cites work @@
+Corrected diffusion approximations in certain random walk problems
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@@ Property / cites work @@
+Large deviations for boundary crossing probabilities
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@@ Property / cites work @@
+Q5731217
@@ Property / cites work: Q5731217 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order corrections for Brownian motion approximations to first-passage probabilities
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf00531747
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@@ Property / OpenAlex ID @@
+W1994231486
@@ Property / OpenAlex ID: W1994231486 / rank @@
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