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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 800–826
(Mi tvp4019)
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This article is cited in 10 scientific papers (total in 10 papers)
Limit theorems for stopped random sequences. I: Rates of convergence and asymptotic expansions
V. K. Malinovskii Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
Stopped random sequences with record regeneration are considered and limit theorems refining the normal approximation are proved. Particular cases of such sequences are stopped random walks, recurrent Markov renewal processes, and certain procedures of sequential estimation.
Keywords:
stopped random sequences, asymptotic expansions, record regeneration.
Received: 18.12.1990 Revised: 25.05.1992
Citation:
V. K. Malinovskii, “Limit theorems for stopped random sequences. I: Rates of convergence and asymptotic expansions”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 800–826; Theory Probab. Appl., 38:4 (1993), 673–693
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https://www.mathnet.ru/eng/tvp4019 https://www.mathnet.ru/eng/tvp/v38/i4/p800
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Abstract page: | 156 | Full-text PDF : | 81 | First page: | 5 |
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