Complete corrected diffusion approximations for the maximum of a random walk
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Publication:997958
DOI10.1214/105051606000000042zbMath1132.60038arXivmath/0607121OpenAlexW3103444626MaRDI QIDQ997958
Jose H. Blanchet, Peter W. Glynn
Publication date: 8 August 2007
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607121
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Sequential statistical analysis (62L10)
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