scientific article; zbMATH DE number 50230

MaRDI QIDQ3999941zbMATH OpenFDO

Authors Ulrich Kerkhoff

Publication date 17 September 1992

zbMATH Keywords

asymptotic expansionBrownian motionshazard rateMarkov chainmoving curved boundarysequential testing

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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Cited in

(3)

• scientific article; zbMATH DE number 3860074 (Why is no real title available?)
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• Asymptotics of Crossing Probability of a Boundary by the Trajectory of a Markov Chain. Heavy Tails of Jumps

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