On the Distribution of the First Passage Time of a Random Walk to an Arbitrary Remote Boundary
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97T988125
Reference11 articles.
1. Large-sample theory of sequential estimation
2. On the Asymptotic Normality of One-sided Stopping Rules
3. On the Moments and Limit Distributions of Some First Passage Times
4. Limit theorems for first-passage times in linear and non-linear renewal theory
5. Asymptotic Expansions in Boundary Crossing Problems
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