\(r\)-quick convergence for regenerative processes with applications to sequential analysis

DOI10.1016/0304-4149(93)90078-IzbMath0768.60078MaRDI QIDQ2366191

Albrecht Irle

Publication date: 29 June 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic optimalitysequential probability ratio testsregenerative stochastic processes

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

Poisson equation, moment inequalities and quick convergence for Markov random walks.

Cites Work

• Asymptotic optimality of invariant sequential probability ratio tests
• Point processes and queues. Martingale dynamics
• A New Approach to the Limit Theory of Recurrent Markov Chains
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