Convergence of some expected first passage times

DOI10.1214/aop/1176995948zbMath0359.60055OpenAlexW1964188631MaRDI QIDQ1238553

Naomi B. Robbins

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aop/1176995948

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Limit theorems in probability theory (60F99)

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The exact approximation order of the random maximum Of cumulative sums Of independent variables ⋮ Detecting changes in probabilities of a multi—component process ⋮ A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion

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