Inequalities for first-exit probabilities and expected first-exit times of a random walk-Reference-Cited by-同舟云学术

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Inequalities for first-exit probabilities and expected first-exit times of a random walk

Published:1996-01 Issue:1 Volume:12 Page:103-120
ISSN:0882-0287
Container-title:Communications in Statistics. Stochastic Models
language:en
Short-container-title:Communications in Statistics. Stochastic Models

Author:

Stadje Wolfgang

Publisher

Informa UK Limited

Subject

Modeling and Simulation

Link

http://www.tandfonline.com/doi/pdf/10.1080/15326349608807375

Reference16 articles.

1. Comparison of the Optimal Properties of the Wald and Neyman-Pearson Criteria

2. Asmussen, S. 1991. “Applied Probability and Queues”. New York: Wiley.

3. Some Asymptotic Aspects of Sequential Analysis

4. Martingales and insurance risk

5. Ghosh, B. K. “Sequential Tests of Statistical Hypotheses”. Reading, Mass: Addison-Wesley.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Distributions of stopping times for compound poisson processes with positive jumps and linear boundaries;Communications in Statistics. Stochastic Models;1999-01

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