scientific article; zbMATH DE number 3903793

MaRDI QIDQ3681774zbMATH OpenFDO

Authors Julian Köllerström

Publication date 1984

zbMATH Keywords

crossinggambler's ruin problemGI/G/1 queuelog likelihood ratioOC curvesoperations characteristicsequential probability ratio testvariance reduction techniquewaiting time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Sequential statistical analysis (62L10) Monte Carlo methods (65C05)

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• Efficient recursions for truncation of the sprt

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