A Non-linear Renewal Theory with Applications to Sequential Analysis II.
Download or Read eBook A Non-linear Renewal Theory with Applications to Sequential Analysis II. PDF written by STANFORD UNIV CALIF DEPT OF STATISTICS. and published by . This book was released on 1977 with total page 31 pages. Available in PDF, EPUB and Kindle.
Author | : STANFORD UNIV CALIF DEPT OF STATISTICS. |
Publisher | : |
Total Pages | : 31 |
Release | : 1977 |
ISBN-10 | : OCLC:123325013 |
ISBN-13 | : |
Rating | : 4/5 (13 Downloads) |
Book Synopsis A Non-linear Renewal Theory with Applications to Sequential Analysis II. by : STANFORD UNIV CALIF DEPT OF STATISTICS.
Book excerpt: An analogue of Blackwell's renewal theorem is obtained for processes Z sub n = S sub n + xi sub n, where S sub n is the nth partial sum of a sequence X1,X2, ... of independent identically distributed random variables with finite positive mean and xi sub n is independent of X sub n+1, X sub n+2,.. and has sample paths which are slowly changing in a sense made precise below. As a consequence, asymptotic expansions up to terms tending to 0 are obtained for the expected value of certain first passage times. Applications to sequential analysis are given.