ON THE MOMENTS OF SOME 1ST-PASSAGE TIMES

被引:1
作者
STEFANOV, VT
机构
关键词
D O I
10.2307/3213790
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
收藏
页码:461 / 466
页数:6
相关论文
共 14 条
[1]   ON FIRST PASSAGE TIME FOR ONE CLASS OF PROCESSES WITH INDEPENDENT INCREMENTS [J].
BOROVKOV, AA .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (02) :331-&
[2]   MOMENTS OF RANDOMLY STOPPED SUMS [J].
CHOW, YS ;
ROBBINS, H ;
TEICHER, H .
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (03) :789-799
[3]   ON MOMENTS OF SOME 1-SIDED STOPPING RULES [J].
CHOW, YS .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02) :382-&
[4]   ON SECOND MOMENTS OF STOPPING RULES [J].
CHOW, YS ;
TEICHER, H .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02) :388-&
[5]   AS AND R-MEAN CONVERGENCE OF RANDOM PROCESSES WITH AN APPLICATION TO FIRST PASSAGE TIMES [J].
GUT, A .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 31 (04) :333-341
[6]  
Gut A., 1974, Stochastic Processes & their Applications, V2, P115, DOI 10.1016/0304-4149(74)90015-5
[7]   MOMENTS AND LIMIT DISTRIBUTIONS OF SOME FIRST PASSAGE TIMES [J].
GUT, A .
ANNALS OF PROBABILITY, 1974, 2 (02) :277-308
[8]   SOME RENEWAL THEOREMS WITH APPLICATION TO A FIRST PASSAGE PROBLEM [J].
HEYDE, CC .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (03) :699-&
[9]  
HEYDE CC, 1964, J AUSTR MATH SOC, V4, P214
[10]   RENEWAL THEORY FOR M-DEPENDENT VARIABLES [J].
JANSON, S .
ANNALS OF PROBABILITY, 1983, 11 (03) :558-568