Inequalities on the overshoot beyond a boundary for independent summands with differing distributions

DOI10.1016/J.SPL.2007.02.013MaRDI QIDQ2467383zbMATH OpenOpenAlexWikidataFDO

Authors John L. Spouge

Publication date 21 January 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2683021

zbMATH Keywords

renewal theoryexcess over the boundaryLorden's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 3062496 (Why is no real title available?)
• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• A simple coupling of renewal processes
• Applied Probability and Queues
• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• Inequalities for the overshoot
• On Excess Over the Boundary
• On the nonlinear renewal theorem

Cited in

(1)

• Inequalities for the overshoot

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