Bounding the first passage time on an average
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Publication:2568319
DOI10.1016/j.spl.2002.09.001zbMath1098.60041MaRDI QIDQ2568319
Ming Yang, Victor H. de la Peña
Publication date: 10 October 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2002.09.001
62L99: Sequential statistical methods
60G40: Stopping times; optimal stopping problems; gambling theory
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