Boundary crossing problems for sample means
type: Item
instance of: scholarly article
title: Boundary crossing problems for sample means
zbMATH Open document ID: 0642.60018
published in: The Annals of Probability
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 62L05
zbMATH DE Number: 4046782
zbMATH Keywords: sequential decision problems
zbMATH Keywords: boundary crossing problems
zbMATH Keywords: exponential family
zbMATH Keywords: stopping times
zbMATH Keywords: eigenvalue problems of the Perron-Frobenius operator
zbMATH Keywords: renewal equation
zbMATH Keywords: piecewise linear mapping
zbMATH Keywords: invariant probability measure
author: Tze Leung Lai
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991909
OpenAlex ID: W2019132817
DOI: 10.1214/AOP/1176991909
description: scientific article; zbMATH DE number 4046782