Asymptotic expansions for the distributions of stopped random walks and first passage times
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Publication:1904490
DOI10.1214/aop/1176988491zbMath0843.60046OpenAlexW2036635331MaRDI QIDQ1904490
Julia Qizhi Wang, Tze Leung Lai
Publication date: 13 August 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988491
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)