Large deviations for boundary crossing probabilities

DOI10.1214/aop/1176993768zbMath0487.60028OpenAlexW2083595917MaRDI QIDQ1165513

David O. Siegmund

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993768

zbMATH Keywords

asymptotic behaviorstopping rulesequential testfirst passage distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Sequential statistical analysis (62L10)

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