Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Boundary Crossing of Brownian Motion

Boundary Crossing of Brownian Motion

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780387964331
Condition
New
Product Description

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 statistics. In the second chapter I make use of these connections and derive optimal properties of tests of power one and repeated significance tests for the simpiest model of sequential statistics, the Brownian motion with unknown drift. To both topics:there under1ies an asymptotic approach which is closely linked to large deviation theory: the stopping boundaries recede to infinity. This is a well-known approach in sequential sttistics which is extensively discussed in Siegmund's recent book Sequential Analysis". This approach also leads to some new insights about the law of the iterated logarithm (LIL). Although the LIL has been studied for nearly seventy years the belief is still common that it applies only for large sampIe sizes which can never be obser ved in practice.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

Kurzer Leitfaden der Bergbaukunde

$59.99

Comedy in Crises

$159.99

Incomes Policies

$169.99

Hell and Other Destinations- A 21st-Century Memoir by Madeleine Albright

$18.99

Information Technology Convergence

$329.99

Pronominal Reference

$169.99

Neural Networks and Speech Processing

$219.99

Mit Selbsttests gezielt Mathematik lernen

$39.99

Granny Torrelli Makes Soup

$6.71

Mechanics IUTAM USNC/TAM

$54.99

Petroleum Science and Technology

$79.99

In the Shadow of Descartes

$109.99

Globalizing Research and Development

$129.00

Radio Frequency Integrated Circuits and Technologies

$79.99

The Physics of Music

$59.99

Das Bundesministerium fr Umwelt, Naturschutz und Reaktorsicherheit: Ausgegrenzt statt integriert?

$84.99

Wohlstand fr alle?

$59.99

IoT Based Control Networks and Intelligent Systems

$219.99

Elements of hydrodynamicp propulsion

$39.99

An Introduction to Error Correcting Codes with Applications

$54.99

Demenzbegleiter fr Betroffene und Angehrige

$24.99

Flexible Robotersysteme Konzeption und Realisierung modularer Roboterkomponenten

$59.99

Die Pathologisch-Histologischen Untersuchungsmethoden

$59.99

Thomas Harriot's Artis Analyticae Praxis

$109.99

Recent Trends in Communication and Intelligent Systems

$169.00

State of the Art in Computer Graphics

$129.00

Applications of Computer Aided Time Series Modeling

$109.99

Consumer's Guide to Local Government

$14.99

Mechanism and Machine Science

$169.00

Optical Properties of Semiconductor Quantum Dots

$39.99

Ethos die Vermenschlichung des Erfolgs

$64.99

Die rechtlichen Aspekte der Zusammenarbeit des Internationalen Whrungsfonds (IWF) mit der Russische

$69.99

Applying Reinforcement Learning on Real-World Data with Practical Examples in Python

$44.99

Regulatory Peptides and Cognate Receptors

$219.99

Trilingual Education in Hong Kong Primary Schools

$109.99

Transcultural Turbulences

$169.99

Hormone Toxicity in the Newborn

$84.99

Scholastic Text Sets Grade 1: Animals & Habitats

$95.00

High-Tech and Micropropagation III

$329.99

Temporality in Life As Seen Through Literature

$129.00