On the time and the excess of liner boundary crossing of sample sums

DOI10.1214/AOS/1176344078zbMath0369.60032OpenAlexW2013393976MaRDI QIDQ1243949

Chung-siung Kao

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aos/1176344078

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (4)

Limit theorems for counting variables based on records and extremes ⋮ The time until the final zero crossing of random sums with application to nonparametric bandit theory ⋮ On the errors committed by sequences of estimator functionals ⋮ Existence of moments of a counting process and convergence in multidimensional time

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