On r-quick convergence and a conjecture of Strassen

DOI10.1214/AOP/1176996031MaRDI QIDQ1243950zbMATH OpenOpenAlexWikidataFDO

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

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

Cited in

(14)

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

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