Stopped two-dimensional perturbed random walks and Lévy processes
Author/Authors :
Allan Gut، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1997
Pages :
9
From page :
317
To page :
325
Keywords :
Perturbed Levy process , first passage time , strong law of large numbers , Central limit theorem , Law of theiterated logarithm , Exponential family , Stopped two-dimensional process , Repeated significance test