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Boundary Crossing of Brownian Motion
Hans Rudolf Lerche
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Description for Boundary Crossing of Brownian Motion
Paperback. Series: Lecture Notes in Statistics. Num Pages: 148 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 8. Weight in Grams: 274.
This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm:· I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential ... Read more
This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm:· I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential ... Read more
Product Details
Format
Paperback
Publication date
1986
Publisher
Springer-Verlag New York Inc. United States
Number of pages
148
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
143
Place of Publication
New York, NY, United States
ISBN
9780387964331
SKU
V9780387964331
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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