1ST EXIT TIMES FROM MOVING BOUNDARIES FOR SUMS OF INDEPENDENT RANDOM-VARIABLES

被引：14

作者：

LAI, TL

机构：

[1] UNIV ILLINOIS,DEPT MATH,URBANA,IL 61801

[2] COLUMBIA UNIV,NEW YORK,NY 10027

来源：

ANNALS OF PROBABILITY | 1977年 / 5卷 / 02期

关键词：

D O I：

10.1214/aop/1176995846

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：210 / 221

页数：12

共 12 条

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[9] UNIFORM TAUBERIAN THEOREMS AND THEIR APPLICATIONS TO RENEWAL THEORY AND 1ST PASSAGE PROBLEMS [J].

LAI, TL .

ANNALS OF PROBABILITY, 1976, 4 (04) :628-643

[10] BOUNDARY CROSSING PROBABILITIES FOR WIENER PROCESS AND SAMPLE SUMS [J].

ROBBINS, H ;

SIEGMUND, D .

ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (05) :1410-&

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