On the rates of convergence in limit theorems for one-sided stopping rules

DOI10.1080/03461238.1978.10432024zbMath0383.60045OpenAlexW2041837337MaRDI QIDQ4164115

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Publication date: 1978

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1978.10432024

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Martingale Transforms
• ITERATED LOGARITHM INEQUALITIES
• Some One-Sided Stopping Rules
• Statistical Methods Related to the Law of the Iterated Logarithm
• Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks
• Boundary Crossing Probabilities for the Wiener Process and Sample Sums

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