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

DOI10.1016/0096-3003(94)90197-XzbMath0819.62062MaRDI QIDQ1335239

V. Pereyra

Publication date: 28 September 1994

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

zbMATH Keywords

random sumsprobability boundszero crossingsnon-Bayesian nonparametric problemsnonparametric bandit theorysums of biased independent identically distributed random variables

Mathematics Subject Classification ID

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

Related Items (1)

Sequential design with applications to the trim-loss problem

Cites Work

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

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