On r-quick convergence and a conjecture of Strassen

DOI10.1214/aop/1176996031zbMath0369.60036OpenAlexW2039099657WikidataQ122861342 ScholiaQ122861342MaRDI QIDQ1243950

Tze Leung Lai

Publication date: 1976

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996031

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Limit theorems in probability theory (60F99)

Related Items (13)

Complete convergence and almost sure convergence of weighted sums of random variables ⋮ ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* ⋮ On the last exit time and the number of exists of partial sums over a moving boundary ⋮ Probabilities of Moderate Deviations in a Banach Space ⋮ Asymptotic optimality of the wald sequential test ⋮ Probabilistic and Deterministic Averaging ⋮ On r-quick limit sets for empirical and related processes based on mixing random variables ⋮ Asymptotically optimal sequential tests for nonhomogeneous processes ⋮ On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm ⋮ On convergence rates and the expectation of sums of random variables ⋮ Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory ⋮ Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection ⋮ Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models

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