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Stochastic accumulation of information in discrete time: Comparing exact results and Wald approximations - MaRDI portal

Stochastic accumulation of information in discrete time: Comparing exact results and Wald approximations (Q915330)

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scientific article; zbMATH DE number 4151687
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English
Stochastic accumulation of information in discrete time: Comparing exact results and Wald approximations
scientific article; zbMATH DE number 4151687

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    Stochastic accumulation of information in discrete time: Comparing exact results and Wald approximations (English)
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    1990
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    random walk model
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    step size density of the Laplacean type
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    absorption probabilities
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    mean conditional first passage times
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    Wald's approximation
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