The exact approximation order of the random maximum Of cumulative sums Of independent variables

DOI10.1080/07474949308836274MaRDI QIDQ5286684zbMATH OpenOpenAlexFDO

Authors Stergios Fotopoulos

Publication date 20 September 1993

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/3640

zbMATH Keywords

rate of convergenceCUSUMWiener processquality controlBerry-Esseen inequalitystopping rulesindependent, identically distributed random variablesHausdorff-metricapproximation order of the uniform distancerandom maximum of cumulative sums

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical methods (62L99)

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Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• A limit theorem for the maximum of cumulative sums
• An inequality for the Hausdorff-metric of \(\sigma\)-fields
• CONTINUOUS INSPECTION SCHEMES
• Convergence of some expected first passage times
• Exact approximation orders in the conditional central limit theorem
• Moment inequalities and the strong laws of large numbers
• On certain limit theorems of the theory of probability
• On the Speed of Convergence of the Distribution of Maximum Sums of Independent Random Variables
• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables
• Sharp orders of convergence in the random central limit theorem
• Uniform normal approximation orders for families of dominated measures

Cited in

(4)

• Convergence rate estimates in some limit theorems for maximum random sums
• Distance between exact and approximate distributions of partial maxima under power normalization
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