The exact approximation order of the random maximum Of cumulative sums Of independent variables (Q5286684)
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scientific article; zbMATH DE number 227102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact approximation order of the random maximum Of cumulative sums Of independent variables |
scientific article; zbMATH DE number 227102 |
Statements
The exact approximation order of the random maximum Of cumulative sums Of independent variables (English)
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20 September 1993
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stopping rules
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CUSUM
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independent, identically distributed random variables
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rate of convergence
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quality control
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random maximum of cumulative sums
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Wiener process
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approximation order of the uniform distance
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Berry-Esseen inequality
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Hausdorff-metric
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