A Bound on the Expected Overshoot for Some Concave Boundaries

Let X1, X2, . . . be i.i.d. with finite mean (formula). For (formula) we consider the stopping times Tc (formula) with overshoot (formula). For (formula) we give a bound for (formula) in the spirit of Lorden's well-known inequality for f = 0

MoreLess

Year of publication:	2000
Authors:	Irle, Albrecht ; Lotov, Vladimir Ivanovich
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Erwartungsbildung \| Expectation formation
Description of contents:	Abstract [papers.ssrn.com]

More details
Report error

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Metrika, Vol. 46, No. 3 (1997) Volltext nicht verfügbar
Classification:	C62 - Existence and Stability Conditions of Equilibrium
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014065386