Some Almost-Sure Convergence Properties Useful in Sequential Analysis

DOI10.1080/07474940500311021zbMath1123.62059OpenAlexW2134449079MaRDI QIDQ5711148

James R. Wilson, Barry L. Nelson, Seong-Hee Kim

Publication date: 9 December 2005

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940500311021

zbMATH Keywords

Brownian motion with driftcrossing problemssequential ranking-and-selection proceduressteady-state computer simulation

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Strong limit theorems (60F15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

Related Items (1)

Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments

Cites Work

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• Note on Anderson's sequential procedures with triangular boundary

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