Boundary crossing problems for sample means
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Publication:1101766
DOI10.1214/aop/1176991909zbMath0642.60018OpenAlexW2019132817MaRDI QIDQ1101766
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991909
exponential familystopping timesrenewal equationinvariant probability measureboundary crossing problemssequential decision problemseigenvalue problems of the Perron-Frobenius operatorpiecewise linear mapping
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10) Sequential statistical design (62L05) Optimal stopping in statistics (62L15)
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