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Author Lai, Tze Leung
Source Project Euclid
Content type Text
File Format PDF
Subject Domain (in DDC) Natural sciences & mathematics ♦ Mathematics
Subject Keyword Optimal stopping (62L15) ♦ Stopping times; optimal stopping problems; gambling theory (60G40) ♦ Large deviations (60F10) ♦ Sequential design (62L05)
Description Sequential analysis stopping time boundary crossing probabilities exponential family Kullback-Leibler information uniform strong laws
Learning Resource Type Article
Publisher Date 1988-01-01
Journal Ann. Probab.
Volume Number 16
Issue Number 1
Page Count 22
Starting Page 375
Ending Page 396