On r-quick convergence and a conjecture of Strassen

DOI10.1214/AOP/1176996031zbMATH Open0369.60036OpenAlexW2039099657WikidataQ122861342 ScholiaQ122861342MaRDI QIDQ1243950FDOQ1243950

Authors: 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)

Cited In (13)

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

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