On the asymptotic expectation and variance of the number of boundary crossings

DOI10.1080/03610928508829010zbMath0574.60057OpenAlexW1977908282MaRDI QIDQ3694363

Yu, Kai Fun

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508829010

zbMATH Keywords

last timefirst passage time and uniform integrabilitynumber of boundary crossing

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• The performance of a sequential procedure for the estimation of the mean
• Note on a theorem of Woodroofe's
• Second order approximations for sequential point and interval estimation
• Extended renewal theory and moment convergence in Anscombe's theorem
• On the moments and limit distributions of some first passage times

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