Skip to main content
SpringerLink
Log in

On the results of asymptotic analysis for the random walks with two-sided boundary

  • Conference paper
  • First Online:
Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

  • 911 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. [1] Вальд А. Последовательный аналиэ. М., 1960.

    Google Scholar 

  2. Page E. S. An improvement to Wald's approximation for some properties of sequential tests. J. Roy. Stat. Soc., B, 1954, v.16, p.136–139.

    MathSciNet  MATH  Google Scholar 

  3. Kemp K. W. Formulae for calculating the operating characteristic and average sample number of some sequential tests. J. Roy. Stat. Soc., B, 1958, v.20, 2, p.379–386.

    MATH  Google Scholar 

  4. Tallis G. M., Vagholkar M. K. Formulae to improve Wald's approximation for some properties of sequential tests. J. Roy. Stat. Soc. B, 1965, v.27, 1, p.74–81.

    MathSciNet  MATH  Google Scholar 

  5. Siegmund D. Error probabilities and average sample number of the SPRT. J. Roy. Stat. Soc., B, 1975, v.37, 5, p.394–401.

    MathSciNet  MATH  Google Scholar 

  6. Боровков А. А. 3 Математическая статистика. Оценка параметров. Проверка гипотеэ. М., 1984.

    Google Scholar 

  7. Нагаев С. В. Оценка скорости сходимости для вероятности поглошения. Теор. Вероятн. и ее примен., 1971, т.XVI, No.I, с.140–148.

    Google Scholar 

  8. Боровков А. А. Новые предельные теоремы в граничнных эадачах для сумм неэависимых слагаемых. Сиб. матем. ж., 1962, т.З, No.5, с.645-694.

    Google Scholar 

  9. Лотов В. И. Об асимптотике распределений, свяэанных с выходом недискретного случайного блуждания иэ интервала. В кн. "Предельные теоремы теории вероятностей и смежные вопросы", Новосибирск, 1982, с.18-25.

    Google Scholar 

  10. Лотов В. И. Об асимптотическом поведении характеристик последовательного критерия отнощения правдоподобия. Теория вероятн. и ее примен., 1985, т.XXX, No.1, с.164–169.

    Google Scholar 

  11. Лотов В. И. Об асимптотике характеристик последовательного критерия отнощения правдоподобия. В кн.: Четвертая междунар. Вильнюсская конф. по теории вероятн. и мат. статистике. Теэисы докл., Вильнюс, 1985, т.II, с,115–116.

    Google Scholar 

  12. Kemperman J. H. B. A Wiener-Hopf type method for a general random walk with a two-sided boundary. Ann. Math. Stat., 1963, v.34, 4, p.1168–1193.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Institute of Mathematics, Siberian Branch of the USSR, Academy of Sciences, Novosibirsk

    V. I. Lotov

Authors
  1. V. I. Lotov
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Shinzo Watanabe Jurii Vasilievich Prokhorov

Rights and permissions

Reprints and permissions

Copyright information

© 1988 Springer-Verlag

About this paper

Cite this paper

Lotov, V.I. (1988). On the results of asymptotic analysis for the random walks with two-sided boundary. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078482

Download citation

  • DOI: https://doi.org/10.1007/BFb0078482

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation