On the moments of some first-passage times

DOI10.2307/3213790MaRDI QIDQ3681656zbMATH OpenOpenAlexFDO

Authors Valeri T. Stefanov

Publication date 1985

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213790

zbMATH Keywords

first-passage timeproblem of finiteness of its momentssequential estimation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov processes (60J99) Sequential estimation (62L12)

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(16)

• A stochastic process arising in sequential experimentation
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