PROPERTIES OF THE MINIMUM POINT OF AN UNBALANCED TWO-SIDED RANDOM WALK (Q4540559)
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scientific article; zbMATH DE number 1772191
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| English | PROPERTIES OF THE MINIMUM POINT OF AN UNBALANCED TWO-SIDED RANDOM WALK |
scientific article; zbMATH DE number 1772191 |
Statements
PROPERTIES OF THE MINIMUM POINT OF AN UNBALANCED TWO-SIDED RANDOM WALK (English)
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28 July 2002
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standard one parameter exponential family
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ladder height
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strong renewal theorem
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CUSUM test
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ladder epoch
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0.8974067
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0.86958945
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0.8688571
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0.85827357
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0.85611767
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0.84970295
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