The time until the final zero crossing of random sums with application to nonparametric bandit theory

DOI10.1016/0096-3003(94)90197-XMaRDI QIDQ1335239zbMATH OpenFDO

Authors V. Pereyra

Publication date 28 September 1994

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

probability boundsrandom sumszero crossingsnon-Bayesian nonparametric problemsnonparametric bandit theorysums of biased independent identically distributed random variables

Mathematics Subject Classification ID

Sequential statistical design (62L05) Design of statistical experiments (62K99) Nonparametric inference (62G99)

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Cites work

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• A Problem on Large Deviations in a Space of Trajectories
• Asymptotically efficient adaptive allocation rules
• Convergence rates related to the strong law of large numbers
• Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
• Large deviation probabilities in the strong law of large numbers
• Nonlinear renewal theory for conditional random walks
• Nonparametric bandit methods
• On Deviations of the Sample Mean
• On the time and the excess of liner boundary crossing of sample sums
• Some aspects of the sequential design of experiments

Cited in

(1)

• Sequential design with applications to the trim-loss problem

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