Bounds for the probability to leave the interval

被引：5
作者：
Lotov, V., I [1 ,2 ]
机构：
[1] Sobolev Inst Math, Novosibirsk 630090, Russia
[2] Novosibirsk State Univ, Novosibirsk 630090, Russia
来源：
STATISTICS & PROBABILITY LETTERS | 2019年 / 145卷
基金：
俄罗斯基础研究基金会;
关键词：
Random walk; Two-sided boundary crossing problem; Ruin probability; Sequential probability ratio test; APPROXIMATION;
D O I：
10.1016/j.spl.2018.09.012
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：
We obtain upper and lower bounds for the probability that random walk leaves the strip through the upper boundary. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：141 / 146
页数：6
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