Combinatorial devices for sequential analysis

DOI10.1007/BF00534182zbMath0494.60080OpenAlexW2055127803MaRDI QIDQ3957747

Hermann Dinges

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534182

zbMATH Keywords

central limit theoremrenewal theoremescape probabilitiestangential approximation for random walks crossing a curved boundary

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sequential statistical analysis (62L10)

Cites Work

• Unnamed Item
• A renewal theorem for curved boundaries and moments of first passage times
• A nonlinear renewal theory with applications to sequential analysis. I
• First exit densities of Brownian motion through one-sided moving boundaries
• The tangent approximation to one-sided Brownian exit densities
• Ruin probabilities expressed in terms of ladder height distributions
• Repeated Significance Tests for a Normal Mean
• [https://portal.mardi4nfdi.de/wiki/Publication:5612888 Eine kombinatorische �berlegung und ihre ma\theoretische Erweiterung]
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test

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