On limit distributions of the time of first passage over a high level
From MaRDI portal
Publication:259905
DOI10.1134/S0032946015020064zbMath1383.60037MaRDI QIDQ259905
Yuri K. Golubev, Marat V. Burnashev
Publication date: 18 March 2016
Published in: Problems of Information Transmission (Search for Journal in Brave)
60G50: Sums of independent random variables; random walks
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
62L12: Sequential estimation
