A bound on the expected overshoot for some concave boundaries
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Publication:1377363
DOI10.1007/BF02717178zbMath0923.60021MaRDI QIDQ1377363
Vladimir Ivanovich Lotov, Albrecht Irle
Publication date: 17 June 1999
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/186260
stopping time; Chebyshev's inequality; overshoot; Fuk's inequality; Lorden's inequality; Nagaev-Fuk's inequality
60E15: Inequalities; stochastic orderings
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