The exact approximation order of the random maximum Of cumulative sums Of independent variables (Q5286684)

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scientific article; zbMATH DE number 227102
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    The exact approximation order of the random maximum Of cumulative sums Of independent variables
    scientific article; zbMATH DE number 227102

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      The exact approximation order of the random maximum Of cumulative sums Of independent variables (English)
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      20 September 1993
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      stopping rules
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      CUSUM
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      independent, identically distributed random variables
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      rate of convergence
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      quality control
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      random maximum of cumulative sums
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      Wiener process
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      approximation order of the uniform distance
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      Berry-Esseen inequality
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      Hausdorff-metric
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