Bounds for the probability to leave the interval

Original language	English
Pages (from-to)	141-146
Number of pages	6
Journal	Statistics and Probability Letters
Volume	145
DOIs	https://doi.org/10.1016/j.spl.2018.09.012
Publication status	Published - 1 Feb 2019

Random walk, Ruin probability, Sequential probability ratio test, Two-sided boundary crossing problem, APPROXIMATION

ID: 17039223