ITERATED LOGARITHM INEQUALITIES

DOI10.1073/PNAS.57.5.1188zbMATH Open0167.46902OpenAlexW2034426288WikidataQ36462444 ScholiaQ36462444MaRDI QIDQ5554751FDOQ5554751

Authors: Donald A. Darling, Herbert Robbins 

Publication date: 1967

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.57.5.1188

zbMATH Keywords

probability theory

Cited In (18)

• A martingale approach for detecting the drift of a Wiener process
• Matrices -- compensating the loss of anschauung
• Convergence rates for probabilities of moderate deviations for multidimensionally indexed random variables
• Time-uniform, nonparametric, nonasymptotic confidence sequences
• A nonparametric sequential test with power 1 for the ruin probability in some risk models
• A sequential hypothesis test based on a generalized Azuma inequality
• On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process
• Exponential estimate for the law of the iterated logarithm in Banach space
• Herbert Robbins and sequential analysis
• Empirical likelihood ratio tests with power one
• Confidence sequences with composite likelihoods
• Sequential estimation of quantiles with applications to A/B testing and best-arm identification
• Time-uniform Chernoff bounds via nonnegative supermartingales
• On the rates of convergence in limit theorems for one-sided stopping rules
• Encounters with Martingales in Statistics and Stochastic Optimization
• Likelihood, Replicability and Robbins' Confidence Sequences
• On the expected runtime of multiple testing algorithms with bounded error
• Sequential allocation to two treatments that converges to an \(\alpha\)- superior treatment

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