On Excess Over the Boundary
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(64)- Upper bounds on the expected time to ruin and on the expected recovery time
- The detection and estimation of the change point in a disccrete-time stochastic system
- Bounds for the variance of certain stationary point processes
- Inequalities on the overshoot beyond a boundary for independent summands with differing distributions
- The total path length of split trees
- Bounds for the probability to leave the interval
- Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations
- Improved bounds for the solutions of renewal equations
- Impact of compensation coefficients on active sequential change point detection
- Corrected random walk approximations to free boundary problems in optimal stopping
- On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
- A theory of truncated inverse sampling
- Asymptotic expansions for the moments of the Gaussian random walk with two barriers
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
- On the time of the first level achievement for the ascending-descending process
- A probabilistic analysis of some tree algorithms
- Continuity correction: on the pricing of discrete double barrier options
- Study of characteristics of the CUSUM procedure in a change point problem
- Two-sided bounds for some quantities in the delayed renewal process
- Sequential change-point detection when the pre- and post-change parameters are unknown
- Coupling method for backward renewal process and Lorden's inequality
- Bounds for the distribution and moments of the forward and backward recurrence times in a renewal process
- Calculation of expected reward rate in a two-alternative decision process
- Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
- Sequential change-point detection: computation versus statistical performance
- Active sequential hypothesis testing
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Parameter-dependent renewal theorems with applications
- Optimal Multistage Sampling in a Boundary-Crossing Problem
- On a renewal function when the second moment is infinite
- A study of the stochastic process with general interference of chance and general demands
- Erratic behavior for 1-dimensional random walks in a Liouville quasi-periodic environment
- Inequalities for the average exit time of a random walk from an interval
- Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
- Sequential change-point detection for skew normal distribution
- Maximal wearing-out of a deteriorating system: An optimal stopping approach
- Testing for jumps in a discretely observed price process with endogenous sampling times
- The time until two renewal processes come together
- Markov Renewal Theory for Stationary (m + 1)-Block Factors: First Passage Time and Overshoot
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift
- Asymptotically optimal parameter estimation under communication constraints
- Some bounds for the renewal function and the variance of the renewal process
- Bounds for the Number of Crossings of a Strip by Random Walk Paths
- Large deviation probabilities in the strong law of large numbers
- Randomised sequential probability ratio tests for stochastic processes
- Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
- Uniform Markov renewal theory and ruin probabilities in Markov random walks.
- Bounds for the renewal function and related quantities
- Some relations between harmonic renewal measures and certain first passage times
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications
- A bound on the expected overshoot for some concave boundaries
- Some new bounds for the mean value function of the residual lifetime process
- Renewal theory
- A two-sided bound for the renewal function when the interarrival distribution is IMRL
- A note on the distribution of response times for a random walk with Gaussian increments
- Nonasymptotic bounds on the estimation error of MCMC algorithms
- The precise tail behavior of the total progeny of a killed branching random walk
- Some results for the delayed renewal function
- Monotonicity properties of regenerative sets and Lorden's inequality
- Tracking a random walk first-passage time through noisy observations
- Upper bounds for the maximum of a random walk with negative drift
- Recurrence times and the expected number of renewal epochs over a finite interval
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