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