Geodesic
A Bound on the Expected Overshoot for some Concave Boundaries.
Metrika, Tome 46 (1997) no. 1, pp. 253-268.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : Nagaev-Fuk's inequality, stopping time, overshoot, Chebyshev's inequality, Fuk's inequality, Lorden's inequality 
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     author = {Albrecht Irle and Vladimir Ivanovich Lotov},
     title = {A {Bound} on the {Expected} {Overshoot} for some {Concave} {Boundaries.}},
     journal = {Metrika},
     pages = {253--268},
     publisher = {mathdoc},
     volume = {46},
     number = {1},
     year = {1997},
     zbl = {0923.60021},
     url = {http://geodesic.mathdoc.fr/item/MET_1997__46_1_186260/}
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Albrecht Irle; Vladimir Ivanovich Lotov. A Bound on the Expected Overshoot for some Concave Boundaries.. Metrika, Tome 46 (1997) no. 1, pp. 253-268. http://geodesic.mathdoc.fr/item/MET_1997__46_1_186260/