On the time and the excess of liner boundary crossing of sample sums

DOI10.1214/AOS/1176344078MaRDI QIDQ1243949zbMATH OpenOpenAlexFDO

Authors Chung-siung Kao

Publication date 1978

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176344078

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

Cited in

(4)

• The time until the final zero crossing of random sums with application to nonparametric bandit theory
• On the errors committed by sequences of estimator functionals
• Limit theorems for counting variables based on records and extremes
• Existence of moments of a counting process and convergence in multidimensional time

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