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Bounds for the probability to leave the interval. / Lotov, V. I.

In: Statistics and Probability Letters, Vol. 145, 01.02.2019, p. 141-146.

Research output: Contribution to journal › Article › peer-review

Harvard

Lotov, VI 2019, 'Bounds for the probability to leave the interval', Statistics and Probability Letters, vol. 145, pp. 141-146. https://doi.org/10.1016/j.spl.2018.09.012

APA

Lotov, V. I. (2019). Bounds for the probability to leave the interval. Statistics and Probability Letters, 145, 141-146. https://doi.org/10.1016/j.spl.2018.09.012

Vancouver

Lotov VI. Bounds for the probability to leave the interval. Statistics and Probability Letters. 2019 Feb 1;145:141-146. doi: 10.1016/j.spl.2018.09.012

Author

Lotov, V. I. / Bounds for the probability to leave the interval. In: Statistics and Probability Letters. 2019 ; Vol. 145. pp. 141-146.

BibTeX

@article{0f80c76cfb56478eaeac919f02276b1a,
title = "Bounds for the probability to leave the interval",
abstract = "We obtain upper and lower bounds for the probability that random walk leaves the strip through the upper boundary. (C) 2018 Elsevier B.V. All rights reserved.",
keywords = "Random walk, Ruin probability, Sequential probability ratio test, Two-sided boundary crossing problem, APPROXIMATION",
author = "Lotov, {V. I.}",
note = "Publisher Copyright: {\textcopyright} 2018 Elsevier B.V.",
year = "2019",
month = feb,
day = "1",
doi = "10.1016/j.spl.2018.09.012",
language = "English",
volume = "145",
pages = "141--146",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier Science B.V.",

}

RIS

TY - JOUR

T1 - Bounds for the probability to leave the interval

AU - Lotov, V. I.

N1 - Publisher Copyright: © 2018 Elsevier B.V.

PY - 2019/2/1

Y1 - 2019/2/1

N2 - We obtain upper and lower bounds for the probability that random walk leaves the strip through the upper boundary. (C) 2018 Elsevier B.V. All rights reserved.

AB - We obtain upper and lower bounds for the probability that random walk leaves the strip through the upper boundary. (C) 2018 Elsevier B.V. All rights reserved.

KW - Random walk

KW - Ruin probability

KW - Sequential probability ratio test

KW - Two-sided boundary crossing problem

KW - APPROXIMATION

UR - http://www.scopus.com/inward/record.url?scp=85054462647&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2018.09.012

DO - 10.1016/j.spl.2018.09.012

M3 - Article

AN - SCOPUS:85054462647

VL - 145

SP - 141

EP - 146

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

ER -

ID: 17039223