A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
type: Item
instance of: scholarly article
title: A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
zbMATH Open document ID: 0937.60082
author: B. Yakir
author: Moshe Pollak
published in: The Annals of Applied Probability
publication date: 1999-11-23T00:00:00Z
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 62L10
zbMATH DE Number: 1319831
zbMATH Keywords: overshoot
zbMATH Keywords: sequential test
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1028903449
OpenAlex ID: W2047795022
cites work: Large deviations for the maxima of some random fields
cites work: Renewal theory for functionals of a Markov chain with general state space
cites work: Renewal theorem for a class of stationary sequences
cites work: Importance sampling in the Monte Carlo study of sequential tests
cites work: Sequential analysis. Tests and confidence intervals
cites work: Q5773778
cites work: A note on the run length of false alarm of a change-point detection policy
DOI: 10.1214/AOAP/1028903449
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description: scientific article; zbMATH DE number 1319831